Refer again to the data in Question 23. The minimum-variance hedge, if CHF were to be used for the hedge, is a forward contract calling for the delivery of
A) CHF 500 million.
B) CHF 100 million.
C) CHF 104 million.
D) CHF 96.2 million.

Question

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The Answer of Refer again to the data in Question 23. The minimum-variance hedge, if CHF were to be used for the hedge, is a forward contract calling for the delivery of
A) CHF 500 million.
B) CHF 100 million.
C) CHF 104 million.
D) CHF 96.2 million.

Refer Again to the Data in Question 23