was that a question on currency hedging or the CSI Index hadging?
I think this one was straight if you choose the correct numbers.... it was with the formula B*-B (Portfolio value/(Index future* multiplier).... The multiplier was 300...
cool!
And for the t-test with two tail test... do you remember if you reject de null hypothesis or fail to reject.. I obtain a value which was between the critical values os I fail to reject the null hypothesis...
To compute the t-statistic i aplied --- Mean - hip/ (s/sqrt(n) and for tht test (.... choose the 2,5 in each tail with n-1 DF.... as it was higher than the hip value i fail to reject .
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