4031金融与交易中等derivationmedium
Residual Hedge Variance 1
题目
Spot volatility is 20% and correlation to the hedging futures is 0.8. Under the minimum-variance hedge, what residual spot volatility remains?
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题目
Spot volatility is 20% and correlation to the hedging futures is 0.8. Under the minimum-variance hedge, what residual spot volatility remains?
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