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PLS SHOW ALL THE WORKINGS The covariance matrix for your estimation period 0.0004459 0.0004485 0.000524 0.000458 Hedging Period Covariance Matrix 0.0007389 0.0007251 0.0007891 0.0001049 What

PLS SHOW ALL THE WORKINGS

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The covariance matrix for your estimation period 0.0004459 0.0004485 0.000524 0.000458 Hedging Period Covariance Matrix 0.0007389 0.0007251 0.0007891 0.0001049 What is the standard deviation of the unhedged portfolio What is the standard deviation with the hedge ratio of 1 What is the standard deviation of the risk-minising hedge The covariance matrix for your estimation period 0.0004459 0.0004485 0.000524 0.000458 Hedging Period Covariance Matrix 0.0007389 0.0007251 0.0007891 0.0001049 What is the standard deviation of the unhedged portfolio What is the standard deviation with the hedge ratio of 1 What is the standard deviation of the risk-minising hedge

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