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Una aerolnea espera comprar 2 millones de galones de combustible para aviones en un mes y decide utilizar futuros de combustible para calefaccin como cobertura.

Una aerolnea espera comprar 2 millones de galones de combustible para aviones en un mes y decide utilizar futuros de combustible para calefaccin como cobertura. El tamao de cada contrato de futuros de combustible para calefaccin = 42.000 galones. Con algunos datos histricos, encontramos las siguientes estadsticas: = 0.9, S = 0.03, F = 0.04 #1) Cul es el ratio de cobertura ptimo que se debe utilizar? #2) Cul es la estrategia de cobertura ptima para esta compaa area?

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