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    Business
  3. Study Set
    Derivatives and Risk Management Study Set 2
  4. Exam
    Exam 10: Forward and Futures Hedging,spread,and Target Strategies
  5. Question
    An Optimal Hedge Ratio Is One in Which the Change
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An Optimal Hedge Ratio Is One in Which the Change

Question 18

Question 18

True/False

An optimal hedge ratio is one in which the change in the futures price equals the change in the spot price.

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