Repeat Problems 17.17 and 17.18 assuming that the annual volatility of gold is 20%.

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:49 AM

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Repeat Problems 17.17 and 17.18 assuming that the annual volatility of gold is 20%.

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Volatility increases the trigger price as well a...View the full answer

Derivatives Markets

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