What are the 3 variables that according to Fischer Black any investor should consider to calculate the optimal hedge ratio for FOREX risk?

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What are the 3 variables that according to Fischer Black any investor should consider to calculate the optimal hedge ratio for FOREX risk?



Why you should hedge only a fraction of your portofolio for FOREX risk and never 100% of you r portofolio?



What is Siegel's paradox? 

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