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KIC000116 - Options on ETFs and indexes I Hedging with...

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Unformatted text preview: Options on ETFs and indexes I Hedging with stock index options D Purlfutio managers camidar purd'uasin index to protect against stock market u The put options should be purchased on the stock index that most closely mirrors the portfoliotn be Mdgsd D The greater the market dwntun. r the decline in the market value of the portfolio, the the gain from hnldinq put options on a stock index n Hedging with long-term stock index aptions . Lang-hum «any Inadplflm (LEAPI) haw: WWW date: It lent two years Ithaca with a law-r premium options an a stock Options on ETFs and Indexes I Dynamic asset allocation with stock index options a Dynamic asset allocation involves switching betwaen risky and law-riskinvastm position: over time in response to‘ changing expadations I 9.3.. portfniio managars purchase ' n: undat conditions and put option under com-mime I 39.,le call options whon the Ste mat is enacted to be very :tahia a Portfolio manuals can select the exarcise price that pmvidas the cloaked pmtuction . 1],,qu pul optionswifii an exoru'u price of 380 it the current mainftininfiaxisdflflanflaiiwmntbssinwpubia ”14$ A 1” a a Tip .___Y__,__T____1M i A AT.._T, i ...
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