Homework Assignment 1: Getting familiar with futures.
As instructed in class, briefly visit the NYMEX, CME, CMEGroup, ICE, and OpenECry websites and take a look at them. Then complete the instructions given to you in assignment 1. You should complete this assignment by September 9. This assignment will not be discussed in class, although I will give you a chance to ask questions about it.
Homework Assignment 2:
Downdloading data and calculating continuous growth rates, measures of
variance, and the Beta.
First download and save an
Excel workbook labeled bchw.xls. Then complete the
instructions given to you in assignment 2. This is
a detailed homework and will take more than an hour to complete. You will want
to complete this by September 16 and I will talk some about it in class on that
date.
Homework Assignment 3: Calculating the Minimum Variance Hedge Ratio for commodity and index hedges.
First download and save and
Excel workbook labeled mvhr.xls. Then complete the
instructions included in assignment3. This homework should require about an
hour to complete. You will want to have this completed by September 22.