Question: Given the following data, compute the hedge ratio for a risk minimizing hedge. Day Alloyum Spot Platinum Futures S(t) 1,219 1,230 7 1,227 1,249 1,225

Given the following data, compute the hedge ratio for a risk minimizing hedge.

Day Alloyum Spot Platinum Futures S(t) 1,219 1,230 7 1,227 1,249 1,225

Day Alloyum Spot Platinum Futures S(t) 1,219 1,230 7 1,227 1,249 1,225 1,227 1,223 1,211 13 1,203 1,189 1,199 Fit) 1,223 1,248 1,280 1,260 1,289 1,254 1,255 1,223 1,267 1,213 1,219 10 12 14 15

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