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The following results are provided: (f) Explain the results for the future instantaneous variance with respect to VL and V(0) (1 mark) (g) Explain the
The following results are provided: (f) Explain the results for the future instantaneous variance with respect to VL and V(0) (1 mark) (g) Explain the results for the shift in (t) equivalent to 1% shift in (0) with respect to mean reversion (2 marks)
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