Prove that, with the notation in the chapter, a 95% confidence interval for S T is between

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Prove that, with the notation in the chapter, a 95% confidence interval for S_T is between

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:55 AM

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Using the notation in the chapter, prove that a 95% confidence interval for ST is between
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Prove that, with the notation in the chapter, a 95% confidence interval for S T is between

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and S195 F

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From equation 132 ln S T has th...View the full answer

Fundamentals of Futures and Options Markets

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