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Asset A's log-returns are normally distributed with mean 8% and standard deviation of 20% per year. What is the expected gross return for Asset A
Asset A's log-returns are normally distributed with mean 8% and standard deviation of 20% per year. What is the expected gross return for Asset A per annum?
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0.9893
1
1.1051
1.2567
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Options Futures And Other Derivatives
Authors: John C. Hull
11th Edition
013693997X, 9780136939979
