4994金融与交易中等数值题short
Infer Missing Daily Move From Realized Variance Target 4
题目
A variance swap uses RV = (252/n) * sum r_t^2 with n=4 observations. Three returns are 0.012, 0.011, and -0.009. What absolute fourth return |r_4| makes RV exactly 0.024885?
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