- UID
- 218211
- 帖子
- 659
- 主题
- 120
- 注册时间
- 2011-5-26
- 最后登录
- 2012-9-12
|
Against, sorry - hot days
Answers:
1) Upward sloping
2) Regression of jet fuel returns on crude oil returns - use the slope coefficient as the hedge ratio.
3) Hedging against hot days. That is get paid if it's hot. |
|
发表于 2011-7-11 19:30
|