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The monthly rate of change for the pound to dollar exchange rate over the last five years has an average of 0.1% and standard deviation
The monthly rate of change for the pound to dollar exchange rate over the last five years has an average of 0.1% and standard deviation of 1.74%. If the current exchange rate is 1.3555 (dollars per pound) what is the one month ahead conditional volatility for the pound?
$0.0236 | ||
$0.0245
| ||
$0.0262
| ||
$0.0288 |
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