Question: If the minimum-variance hedge ratio is calculated as 1.0, the hedge must be perfect. Is this statement true? A. It is always true. B. It
"If the minimum-variance hedge ratio is calculated as 1.0, the hedge must be perfect." Is this statement true? A. It is always true. B. It is always false. C. It is true while the standard deviation of the futures price change and the spot price change are the same. D. It is true while the standard deviation of the futures price change is three times the spot price change
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