The name is absent



16

Table 8. Corn Hedging Effectiveness under Beta Yields

HRy

HRp

0.00

0.10

0.20

0.30

0.40

0.50

0.60

0.70

0.80

0.90

1.00

0.00

0.000

-0.059

-0.134

-0.227

-0.336

-0.462

-0.605

-0.765

-0.942

-1.136

0.10

0.083

0.040

-0.021

-0.098

-0.192

-0.302

-0.430

-0.574

-0.736

-0.914

-1.109

0.20

0.149

0.121

0.076

0.015

-0.064

-0.159

-0.271

-0.400

-0.546

-0.709

-0.888

0.30

0.198

0.186

0.156

0.110

0.047

-0.033

-0.129

-0.243

-0.373

-0.520

-0.685

0.40

0.230

0.233

0.220

0.189

0.141

0.077

-0.004

-0.102

-0.217

-0.349

-0.498

0.50

0.246

0.264

0.266

0.251

0.219

0.170

0.104

0.021

-0.078

-0.194

-0.328

0.60

0.245

0.279

0.296

0.296

0.279

0.246

0.195

0.128

0.044

-0.057

-0.174

0.70

0.227

0.276

0.309

0.324

0.323

0.305

0.270

0.218

0.150

0.064

-0.038

0.80

0.192

0.257

0.305

0.336

0.350

0.347

0.328

0.292

0.238

0.168

0.082

0.90

0.140

0.220

0.284

0.330

0.360

0.373

0.369

0.348

0.310

0.256

0.184

1,00

0,071

0,167

0,246

0,308

0,353

0,382

0,393

0,388

0,365

0,326

0,270

HRp and HRy are hedge ratios for price and yield futures contracts respectively.



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