If the minimum variance hedge ratio is calculated as 1.0, the hedge must be perfect. Is this

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"If the minimum variance hedge ratio is calculated as 1.0, the hedge must be perfect." Is this statement true? Explain your answer.

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 07:04 AM

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"If the minimum variance hedge ratio is calculated as 1.0, the hedge must be perfect." Is this statement true? Explain your answer.
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If the minimum variance hedge ratio is calculated as 1.0, the hedge must be perfect. Is this

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Options Futures And Other Derivatives

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