Question: The minimum variance hedge ratio: Select one: a. will be greater than 1 if commodity futures prices are more volatile than spot prices b. will

The minimum variance hedge ratio:
Select one:
a.
will be greater than 1 if commodity futures prices are more volatile than spot prices
b.
will be greater than 1 if interest rate futures contracts have a longer duration than the spot instrument
c.
will be greater than 1 if interest rate futures contracts have a shorter duration than the spot instrument

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