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  • Hedge Ratio

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    Rounak Singh
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    Hedging ratio practice worksheet from john hull

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    Hedge ratio

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    Hedging ratio practice worksheet from john hull

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    7 views1 page

    Hedge Ratio

    Uploaded by

    Rounak Singh
    Hedging ratio practice worksheet from john hull

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Month Jet fuel price (per gallon) Heating oil futures prices (per gallon)

    1 5.740 1.897
    2 5.769 1.918
    3 5.789 1.953
    4 5.745 1.907
    5 5.753 1.908
    6 5.779 1.952
    7 5.760 1.923
    8 5.750 1.897
    9 5.743 1.868
    10 5.786 1.916
    11 5.797 1.91
    12 5.761 1.874
    13 5.743 1.863
    14 5.752 1.882
    15 5.720 1.855
    16 5.743 1.884

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