The correlation between the daily percentage changes of the spot price and futures price of a commodity is 0 95, and the standard deviations of daily percentage changes of the spot price and the futures price are 0 25 and 0 30 respectively The current spot price and futures price are $10 and $11 2...

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The correlation between the daily percentage changes of the spot price and futures price of a...

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The correlation between the daily percentage changes of the spot price and futures price of acommodity is 0.95, and the stan

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Statistics for Business Decision Making and Analysis

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