D. A stock tra current price of $20 The riskfree interest rate fi a hali ya maturity is 6% and the dividend rate is 2. Assume continuous compounding What is the six month forward price of the stock 14. The correlation between changes in price of a spot stand futures asset is 90%. The standard deviition of changes in pot prices is 52and that of futures price is $2.50 The Hedge ratio that minimize hedge variance is D. A stock tra current price of $20 The riskfree interest rate fi a hali ya maturity is 6% and the dividend rate is 2. Assume continuous compounding What is the six month forward price of the stock 14. The correlation between changes in price of a spot stand futures asset is 90%. The standard deviition of changes in pot prices is 52and that of futures price is $2.50 The Hedge ratio that minimize hedge variance is