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Question 23 Not yet answered Marked out of 1.00 P Flag question The coefficient of correlation between as and af is 0.5 and the futures

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Question 23 Not yet answered Marked out of 1.00 P Flag question The coefficient of correlation between as and af is 0.5 and the futures price (F) always changes by twice as much as the spot price (S), what is the minimum variance hedge ratio? Select one: a. 0.15 O b. 0.10 O c. 0.50 O d. 1 O e. 0.25

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