The volatility of a certain market variable is 30% per annum. Calculate a 99% confidence interval for

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The volatility of a certain market variable is 30% per annum. Calculate a 99% confidence interval for the size of the percentage daily change in the variable.

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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The volatility of a certain market variable is 30% per annum. Calculate a 99% confidence interval for

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Options Futures And Other Derivatives

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