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this futures hedging example uses stock index futures remember that market risk also referred to as systematic risk is measured by beta and also remember that the beta of the market is one and we typically proxy the market index the market portfolio that is using a well-diversified stock index such as the s p 500 and so what all this means is if you wish to hedge a stock portfolio with a beta of less than one youre going to have to need less futures contracts to hedge it conversely if your stock portfolios beta is greater than 1 then you will need more futures contracts since the volatility of such a portfolio relative to that of the market is greater so to account for the degree of the stock portfolio systematic risk when constructing a hedge the hedge ratio shown here would have to be adjusted by its beta as you can see so what this does therefore is if the beta of the portfolio youre managing is one in that that portfolio is just as risky as the market then this hedge ratio col
