In this question, Solution is : No. Of Nifty futures should be such that: 22Γ10,000Γ1.5 – 40Γ5000Γ3 + 1000ΓxΓ1 = 0 3,30,000-4,00,000+1000x = 0 1000x = 70,000 x = 70 F+ 70 future contracts to be bought to achieve complete hedge On the next day while closing out, Loss ...
Home/trading in futures question - ram type sum
