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Using some historical data we have found that the standard deviation of monthly changes in the price of commodity A is The standard deviation of monthly changes in a futures price for a contract on co

Using some historical data we have found that the standard deviation of monthly changes in the price of commodity A is The standard deviation of monthly changes in a futures price for a contract on commodity B which is similar to commodity A is  The correlation between the futures price and the commodity price is  What hedge ratio should be used when hedging a one month exposure to the price of commodity A

use at least  decimals

 
 
 

Feb 14 2020 View more View Less

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