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hull-rmfi-10-19

  1. Nicole Seaman

    Hull EOC Q&A Question 19

    Posted by @akrushn2 in another thread Can someone please confirm q19 and whether the answer is correct? I get 1.614% as the answer on my end. the calculations are sqrt( 0.0001 + 0.04*(298/300 -1)^2 + 0.94*0.013^2) = 1.614%. Question 10.19 Suppose that the price of an asset at close of trading...
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