18.20. Suppose that 100 billion equity asset are the subject of portfolio insurance schemes. Assume that the schemes are designed to provide insurance against the value of the asset declining by more than 5% within a year. If r = 0.06, o=0.25, and q = 0.03. Calculate the value of the stock or future contract that the administrator of the portfolio insurance schemes will attempt to sell if the market falls by 23% in a single day?

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