Alpha Geek

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Category > Engineering Posted 21 May 2017 My Price 7.00

Suppose that the standard deviation of quarterly changes in the prices

Suppose that the standard deviation of quarterly changes in the prices 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 optimal hedge ratio for a three-month contract? What does it mean?

 

 

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Alpha Geek
(8)
Status NEW Posted 21 May 2017 03:05 PM My Price 7.00

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