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Q3. Implied MAD with Uniform Distribution Underlying price currently at 100, and follows a uniform distribution with mean of 100. You observed 80 strike PUT
Q3. Implied MAD with Uniform Distribution Underlying price currently at 100, and follows a uniform distribution with mean of 100. You observed 80 strike PUT priced at $2.50. What is the implied MAD?
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Financial Markets And Institutions
Authors: Jeff Madura
8th Edition
0324568215, 978-0324568219
