Suppose that in the double stochastic Simplico gold mine example the real probability of an up move
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Suppose that in the double stochastic Simplico gold mine example the real probability of an up move in gold is 6 and the real probability of an up move in the short rate is .7. Suppose also that gold price and short rate fluctuations have a correlation coefficient of -4 . Find the appropriate \(q_{i j}\) 's.
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