Adjusting the Value of an Equity Portfolio The typical formula for computing the number of equity futures contracts needed to adjust the value of an equity portfolio is: \[N_f\ =\ \frac{V_T\ -\ V_P}{V_f}\left(\frac{\beta_P}{\beta_f}\right)\] where: \(N_f\): number of equity futures contracts to buy (i.e., take the long position) or sell (i.e., take the short position) \(V_T\): […]

**This article is for members only. You can become a member now by purchasing a**

**This will give you access to this and all other articles at that membership level.
**