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What is Risk and Return in Commodity Futures about?

This document summarizes a study on the risk and return of commodity futures. It examines 10 commodity futures contracts over a period of one month to calculate their betas and volatility. The objectives are to analyze the risks involved in different commodities and understand strategies in the commodity market. Secondary data on daily spot prices from exchanges and websites is collected and statistical tools like standard deviation and beta are used to measure risk and return. The limitations include a sho

Author

Surbhi Aggarwal

Language

EN