Would you expect the volatility of the one-year forward price of oil to be greater than or

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Would you expect the volatility of the one-year forward price of oil to be greater than or less than the volatility of the spot price? Explain your answer.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:35 PM

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Would you expect the volatility of the one-year forward price of oil to be greater than or

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