Table 8.
Basic information of the dynamic hedging strategy for further discussion.
| Hedging characteristics | Value |
|---|---|
| Average Hedge ratio | 0.4301 |
| Min | −2.1427 |
| Max | 1.7865 |
| HE value | 0.0326 |
Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.