17. (Double symmetric probability o) Suppose that revenue has the form RAxy Bx hy where can be...

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17. (Double symmetric probability o) Suppose that revenue has the form RAxy Bx hy where can be chosen and x and y are random variables. The distribution of x and y is symmetric about (0, 0); that is, x, y has the same distribution as x, y Show that the choice of that minimizes the variance of R is h = Boyla

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Investment Science

ISBN: 9780195391060

1st International Edition

Authors: David G. Luenberger

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