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The correlation between the spot and the futures price is 0.9 and the standard deviations of changes in the spot and in the futures prices

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The correlation between the spot and the futures price is 0.9 and the standard deviations of changes in the spot and in the futures prices are 0.04 and 0.05 respectively. The hedge ratio is: 0.04 0.675 0.72 0.9

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