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The above discussion suggests that merger arbitrage has a positive beta when a positive beta is least desired in down markets. In up markets, when a positive beta is welcome, merger arbitrage has a beta close to zero. The saving grace is that, in most months, merger arbitrage generates a positive insurance premium. The question remains whether this premium is large enough to offset the claims that must be paid in severely depreciating markets. Exhibit 7.8 shows the growth in value of $1 invested in merger arbitrage in January 1990. Also shown are the values of $1 invested in the stock market and $1 invested in Treasury bills. This exhibit shows that EXHIBIT 7.8 winforms ean 13 reader EAN-13 .NET WinForms DLL - Create EAN-13 barcodes in .NET with
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