Basis risk Dec 16 q2

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December 3, 2016 at 7:02 am #353304
kash
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How do we calculate the basis risk of 0.22 for question Dec 2014 Q2

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December 3, 2016 at 9:20 am #353361
John Moffat
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The question actually says that the basis is expected to be 22 points on 1 February 2015 !!!!!!
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