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5) (2 pts) Calculate correlations between corn and soybeans in level prices and in percent changes (you can use the Correl () function in Excel

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5) (2 pts) Calculate correlations between corn and soybeans in level prices and in percent changes (you can use the Correl () function in Excel .111 your own words , briey describe and interpret what you observe (Hint : think in market terms ). Question 2. Basis Risk across Space (2+6+2=10 points ) The Milk tab contains daily milk spot and Class III futures prices for Arizona , California , New York , Wisconsin , and Florida , from January 1, 2007 to December 31, 2020 covering a great deal of time and economic conditions . Milk is a strange commodity because of regulations and pricing .Let's assume that the regulatory concern is equal in all respects to all 5 States . 1) (2 pts) Go to the CME website and provide a summary of the Class III futures contract specs (https ://www .cmegroup .com ltrading /agricultural [dairy [class -iii- milk_contract_specications .html ) including nature of contract size and settlement 2) Compute the basis for each location in the spreadsheet 2.1) (2.5 pts) Provide a summary Table including mean , standard deviation and skewness of basis for each state . 2.2) (2.5 pts) Provide histogram graphs of each state here , displaying the basis for all states (you can determine the frequency bin yourself after looking at the summary statistics above ,the default bin may not be the best). 2.3) (1 pts) Provide a correlation matrix for the 5 states 'basis calculations 3) (2 pts) Making reference to your results in (2), what can you say about basis and basis risk across space . Question 3: Basis Risk across Time (6+4=10 points ) 1) Oil tab contains crude oil spot and futures prices from March 9, 2018 to December 31, 2020. Compute the basis . 1.1) (2 pts) On a single graph plot the spot, futures and basis (on secondary Y axis). 1.2) (2 pts) Compute the mean and standard deviation of this basis present in a table here. 1.3) (2 pts) Discuss your observations based on graph and table . 2) (4 pts) Calculate the basis by month . (Hint : you may want to use the :AVERAGEIFS (E2 :E35 ,C2 :C35 ,":3") command in Excel , or pivot tables , or simply sort and compute by month ). Reporting these results ,is there any evidence of monthly patterns in basis '? (simple observational response will do the trick but would not object to graduate students coming up with some type of means test .). Question 4: COVID -l9 and market effects (5+5= 10 points ) For both the milk and crude oil data , provide a graph for the period January 1, 2020 to December 31 , 2020 .Using your knowledge of economics , and your understanding of market prices and basis , and keeping in mind the disposabiiity properties of milk and crude oil, explain your observations .(5 pts for milk , and 5 pts for crude )

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