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The monthly volatility of a hedge fund is 3.5%. What is the 8.8-month volatility assuming that the autocorrelation between the fund's monthly return is 0?
The monthly volatility of a hedge fund is 3.5%. What is the 8.8-month volatility assuming that the autocorrelation between the fund's monthly return is 0?
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Introduction To Derivatives And Risk Management
Authors: Don M. Chance, Robert Brooks
10th Edition
130510496X, 978-1305104969
