4018金融与交易中等derivationmedium
Minimum-Variance Hedge Ratio 3
题目
A short hedge ratio of -0.3 is desired. If futures volatility is 20% and correlation is -0.4, what spot volatility is implied?
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提交作答时记录，用于后续平均用时统计。
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题目
A short hedge ratio of -0.3 is desired. If futures volatility is 20% and correlation is -0.4, what spot volatility is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案