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(b) Consider a stock portfolio consisting of two units of SI and one unit of S2. Calculate the probability of delta losses over one day,
(b) Consider a stock portfolio consisting of two units of SI and one unit of S2. Calculate the probability of delta losses over one day, if the daily log-returns (X1, X2) of the stocks are independent with X1 ~ N015, 1.1), X2 N N(0.2, 0.5) and the current stocks value are 36 = 100, SE = 50
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