Question: 1. The following table gives data on monthly changes in the spot price and the futures price for a certain commodity. Use the data to

1. The following table gives data on monthly changes in the

1. The following table gives data on monthly changes in the spot price and the futures price for a certain commodity. Use the data to calculate a minimum variance hedge ratio. Spot Price Change Futures Price Change+0.56 +0.50 +0.61 +0.63 0.22 0.12 0.35 0.44 +0.79 +0.60 0.41 -0.46 Spot Price Change Futures Price Change-0.06 +0.15 +0.01 +0.04 +0.70 +0.80 0.51 0.56

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