Problem 3_26 - 0.493333 SD futures changes 0.51156...

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Spot Change 0.5 0.61 -0.22 -0.35 0.79 0.04 0.15 0.7 -0.51 -0.41 Futures Change 0.56 0.63 -0.12 -0.44 0.6 -0.06 0.01 0.8 -0.56 -0.46 SD spot changes
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Unformatted text preview: 0.493333 SD futures changes 0.51156 correlation 0.980573 Min Var Hedge Ratio 0.945636...
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This note was uploaded on 11/08/2011 for the course MAT/FIN 272 taught by Professor Burns during the Spring '11 term at Central Connecticut State University.

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