4991金融与交易中等数值题short

Infer Missing Daily Move From Realized Variance Target 1

题目

A variance swap uses RV = (252/n) * sum r_t^2 with n=4 observations. Three simple returns are 0.01, -0.02, and 0.015. What absolute fourth return |r_4| would make RV exactly equal the strike 0.04725, so the running payout is zero?

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