Question: Question 4 Not yet answ The minimum variance hedge ratio: Marked out o 1.00 Flag quest Select one: a. will be greater than 1 if
Question 4 Not yet answ The minimum variance hedge ratio: Marked out o 1.00 Flag quest Select one: a. will be greater than 1 if commodity futures prices are more volatile than spot prices O b. will be greater than 1 if interest rate futures contracts have a longer duration than the spot instrument Oc. will be greater than 1 if interest rate futures contracts have a shorter duration than the spot instrument
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