Suppose that h is the money market account in currency X and g is the money market
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Suppose that h is the money market account in currency X and g is the money market account in currency Y with both money market accounts being denominated in currency X. Show that the volatility of h/g is the volatility of the exchange rate (units of Y per unit of X). Assume that the stochastic process for the exchange rate is geometric Brownian motion.
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