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The standard deviation of quarterly changes in the price of a commodity is $0.65, the standard...

The standard deviation of quarterly changes in the price of a commodity is $0.65, the standard deviation of quarterly changes in a futures price on the commodity is $0.81, and the coefficient of correlation between the two changes is 0.8. What is the minimum variance hedge ratio for a 3-month contract

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jeff jeffy answered 1 year ago
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