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Which of the following is not a method of forecasting exchange rate volatility? deriving the exchange rate's implied standard deviation from the currency option pricing
Which of the following is not a method of forecasting exchange rate volatility? deriving the exchange rate's implied standard deviation from the currency option pricing model.
using the absolute forecast error as a percentage of the realized value.
using a time series of volatility patterns in previous periods.
using the volatility of historical exchange rate movements as a forecast for the future.
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