4995金融与交易中等数值题short
Infer Missing Daily Move From Realized Variance Target 5
题目
A variance swap uses RV = (252/n) * sum r_t^2 with n=4 observations. Three returns are 0.015, -0.005, and -0.012. What absolute fourth return |r_4| makes RV exactly 0.045234?
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