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Which statement is true: The minimum variance hedge Select one: a. is the point at the utmost left of the efficient frontier of risky assets
Which statement is true: The minimum variance hedge
Select one:
a. is the point at the utmost left of the efficient frontier of risky assets
b. minimizes the variance of the hedged position of spot and futures
c. can be obtained from linearly regressing the changes in the spot price on the changes of the market portfolio
d. None of the above statements is true.
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