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Examine the period from 6/2/2008 to 10/19/2012. Assume that DGL follows the roll schedule in case Exhibit 12 for DBLCI-OY Gold. The GC futures contract
- Examine the period from 6/2/2008 to 10/19/2012. Assume that DGL follows the roll schedule in case Exhibit 12 for DBLCI-OY Gold. The GC futures contract prices are listed in case Exhibit 13. How much did the roll yield contribute to the DGL returns?
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