Value the variance swap in Example 25.4 of Section 25.15 assuming that the implied volatilities for options
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Value the variance swap in Example 25.4 of Section 25.15 assuming that the implied volatilities for options with strike prices 800, 850, 900, 950, 1,000, 1,050, 1,100, 1,150, 1,200 are 20%, 20.5%, 21%, 21.5%, 22%, 22.5%, 23%, 23.5%, 24%, respectively. Lop58
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