mock exam question 51 spoiler why, question, someone, please

Gypsy

Can someone please explain as to why the answer does incorporate the yield beta in the number of contracts needed to hedge? Thanks

willsucceed

haha! better late than never…
whystudy..do some searches…there have been some serious long debates on this already..
bottom line AF concluded that yield should have been used. cfa was supposed to update their errata…not sure if they did..

luda002

I am guilty of this too…..

busprof

This may or may not have been discussed I cannot remember