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

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20.11. 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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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 09:00 AM

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

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Fundamentals Of Futures And Options Markets

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