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Which of the following is necessary for tailing a hedge?
A.Comparing the size in units of the position being hedged with the size in units of the futures contract
B.Comparing the value of the position being hedged with the value of one futures contract
C.Comparing the futures price of the asset being hedged to its forward price
D.None of the above
A.Comparing the size in units of the position being hedged with the size in units of the futures contract
B.Comparing the value of the position being hedged with the value of one futures contract
C.Comparing the futures price of the asset being hedged to its forward price
D.None of the above
Answer: B
When tailing a hedge the optimal hedge ratio is applied to the ratio of the value of the position being hedged to the value of one futures contract.
When tailing a hedge the optimal hedge ratio is applied to the ratio of the value of the position being hedged to the value of one futures contract.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015