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

The following table gives data on monthly dollar changes in the spot price and the futures price for a certain commodity. Use the data to calculate a minimum variance hedge ratio. month2 34 5 Spot Price Change Futures Price +0.57 +0.55 -0.17 0.44+0.60 Change month Spot Price Change Futures Price 0.06 +0.15 +0.80 0.65 0.64 Change +0.51 +0.50 -0.30 0.4 04 +0.52 10 +0.14 +0.05 +0.75-0.510.43

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