How does one obtain the optimal hedge ratio from knowledge of daily price changes in spot and

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How does one obtain the optimal hedge ratio from knowledge of daily price changes in spot and futures markets?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 10, 2024 01:00 AM

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How does one obtain the optimal hedge ratio from knowledge of daily price changes in spot and

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Assuming daily price changes are independent and identical...View the full answer

Derivatives Principles And Practice

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