4993金融与交易中等数值题short
Infer Missing Daily Move From Realized Variance Target 3
题目
A variance swap uses RV = (252/n) * sum r_t^2 with n=4 observations. Three returns are 0.02, -0.015, and 0.005. What absolute fourth return |r_4| makes RV exactly 0.04725?
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