A minimum variance hedge leads to no hedging when the coefficient of correlation between futures price changes

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A minimum variance hedge leads to no hedging when the coefficient of correlation between futures price changes and changes in the price of the asset being hedged is 1. Select one:

O True

O False

Related Book For answer-question

An Introduction to Analysis

ISBN: 978-0132296380

4th edition

Authors: William R. Wade

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Posted Date: Sep 28, 2022 05:49 AM

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A minimum variance hedge leads to no hedging when the coefficient of correlation between futures price changes

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An Introduction to Analysis

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