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5. Given the following forward volatilities for the next 5 years, 1 2 3 4 Forward Volatility 15% 16% 18% 16% 15% Spot Variance
5. Given the following forward volatilities for the next 5 years, 1 2 3 4 Forward Volatility 15% 16% 18% 16% 15% Spot Variance Spot Volatility a) Fill in the yellow cells? b) What is the total volatility in years 4 and 5?
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Answer a To fill in the yellow cells we need to calculate the Spot Variance and Spot Volatility Spot ...
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Applied Regression Analysis And Other Multivariable Methods
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
5th Edition
1285051084, 978-1285963754, 128596375X, 978-1285051086
