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Volatility futures that expire in three months have a price of 22.5%. Spot volatility right now is 18%. Which of these is a better forecast
Volatility futures that expire in three months have a price of 22.5%. Spot volatility right now is 18%. Which of these is a better forecast of spot volatility in three months.
Question 11 options:
| Spot volatility |
| Volatility futures price |
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