If the minimum-variance hedge ratio is calculated as 1.0, the hedge must be perfect. Is this statement

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“If the minimum-variance hedge ratio is calculated as 1.0, the hedge must be perfect." Is this statement true? Explain your answer.

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:45 AM

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If the minimum-variance hedge ratio is calculated as 1.0, the hedge must be perfect. Is this statement

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Fundamentals of Futures and Options Markets

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