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if the standard deviation of the spot price and forward price changes are 3% and 5%, respectively and the spc and forward prices are perfectly

if the standard deviation of the spot price and forward price changes are 3% and 5%, respectively and the spc and forward prices are perfectly positively correlated , the optimal hedge ratio is equal to: a. 0.39 c.0.65 d . 0.60 e .

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