Question
What is an optimal hedge and how do we calculate it? Compute the number of contracts we need in the hedge. How do we decide
What is an optimal hedge and how do we calculate it? Compute the number of contracts we need in the hedge. How do we decide if we should implement the hedge? Why? Explain in full detail. Suppose you have a long cash position 200,000 ounces of gold. One gold futures contract is 100 troy ounces. Gold Price= 0.60 + 0.66 ( Gold Futures Price) + , R2 =0.48
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Industrializing Financial Services With DevOps
Authors: Spyridon Maniotis
1st Edition
1804614343, 978-1804614341
