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某基金经理持有价值9000万元的沪深股票组合，其组合相对于沪深300指数的β系数为1.5。因担心股市下跌，该基金经理利用沪深300股指期货进行风险对冲，若期货指数为3000点，应该()合约。

10 查阅

A、买入100手

B、卖出100手

C、买入150手

D、卖出150手

参考答案:

D

1.5*90000000/(3000*300)=150（手）。

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