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Which of the following statements is/are true? i. The greater the correlation between the changes in the spot price and changes in the forward price

Which of the following statements is/are true?

i. The greater the correlation between the changes in the spot price and changes in the forward price of an asset, the higher is the minimum variance hedge ratio.

ii. If the above correlation is one, the minimum variance hedge ratio is one.

iii. If the above correlation is zero, the minimum variance hedge ratio is zero.

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