2101数理金融简单数值题short

Recover the Missing Log Return From a Variance Fixing 6

题目

A variance-swap fixing uses RV = (252/n) * sum r_i^2 with n=4. Three logged returns have already been recorded: [0.01, -0.02, 0.015]. What absolute missing return |r_4| would make the realized variance equal 0.04725?

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