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Imagine you are a provider of portfolio insurance. You are establishing a 4-yearprogram. The portfolio you manage is currently worth $100 million, and you hopeto provide a minimum return of 0%. The equity portfolio has a standard deviationof 25% per year, and T-bills pay 5% per year (continuously compounded). Assumefor simplicity that the portfolio pays no dividends.
Please find the solution…

in attached file.

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