Suppose in Problem 6A.1 that currency markets are unusually volatile. If the true standard deviation of the
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Suppose in Problem 6A.1 that currency markets are unusually volatile. If the true standard deviation of the yen/dollar spot rate is 20 percent, by how much have you under- or overestimated the value of the dollar call option?
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Related Book For 
Multinational Finance Evaluating The Opportunities Costs And Risks Of Multinational Operations
ISBN: 9781119219682
6th Edition
Authors: Kirt C. Butler
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