Comment on the validity of the following statement. A naive ratio of one is completely useless for

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Comment on the validity of the following statement. “A naive ratio of one is completely useless for hedging. Either find the optimal hedge ratio or don’t hedge at all.”

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Investment Risk Management

ISBN: 9780199331963

1st Edition

Authors: H. Kent Baker, Greg Filbeck

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Question Posted: Dec 07, 2023 03:47 AM

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Comment on the validity of the following statement. A naive ratio of one is completely useless for

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Investment Risk Management

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