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You are given the following information: Case Probability P S($/) 1 0.38 10,000.00 1.13583 2 0.35 8,750.00 1.13794 3 0.27 11,000.00 1.13055 F($/) 1.136 What
You are given the following information:
| Case | Probability | P | S($/) |
| 1 | 0.38 | 10,000.00 | 1.13583 |
| 2 | 0.35 | 8,750.00 | 1.13794 |
| 3 | 0.27 | 11,000.00 | 1.13055 |
| F($/) | 1.136 |
What is the after-hedging variance of the dollar price of the asset?
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QFinance The Ultimate Resource
Authors: Various Authors
1st Edition
1849300003, 978-1849300001
