Table 12 Optimal weight and hedge ratio...

Table 12

Optimal weight and hedge ratio

	MSCI ESG	MSCI ESG Asia	BTC	WTI	GOLD
Optimal weight	0.401	0.301	0.601	0.482	0.101
Optimal hedge ratio	0.202	0.091	0.531	0.231	0.141

Note(s): This table reports the estimates of the optimal hedge weight and hedge ratio between SSE and selected assets