Question: Question 9: The following table gives data on monthly changes in the spot price and the futures price for a certain commodity. Use the data

Question 9: The following table gives data on

Question 9: 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. +0.50 +0.61 -0.22 -0.35 Spot Price Change +0.79 +0.56 +0.63 -0.12 -0.44 +0.60 Futures Price Change +0.04 +0.15 +0.70 -0.51 -0.41 Spot Price Change -0.06 +0.01 +0.80 -0.56 -0.46 Futures Price Change

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