( ISSN 2277 - 9809 (online) ISSN 2348 - 9359 (Print) ) New DOI : 10.32804/IRJMSH

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EXPLORING OPPORTUNITIES FOR PORTFOLIO INSURANCE WITH “PUT OPTION”

    1 Author(s):  NAVIN KUMAR

Vol -  5, Issue- 2 ,         Page(s) : 665 - 667  (2014 ) DOI : https://doi.org/10.32804/IRJMSH

Abstract

Performance of a fund largely depends on the performances of the equities in the Basket. Portfolio insurance with “PUT OPTION” is a tool to minimize the loss of portfolio with unexpected movement in price of equities in the portfolio by paying premium on put option. For a portfolio insurance to exist, sum of price paid for equities and the premium paid on “PUT OPTION” in the basket should be less than or equal to the sum of the price of the equities and the total value of put option in the basket at a given date in future.

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