Suppose that the average positive and negative per day return on asset-A is 0.05% and -0.04%....
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Suppose that the average positive and negative per day return on asset-A is 0.05% and -0.04%. Probability of having a positive or negative return on asset-A is equal. a) b) Find the (i) probability and (ii) expected return on asset-A after 2 days. Find the (i) probability and (ii) expected return on asset-A after 2 days given that the first day return is negative. Suppose that the average positive and negative per day return on asset-A is 0.05% and -0.04%. Probability of having a positive or negative return on asset-A is equal. a) b) Find the (i) probability and (ii) expected return on asset-A after 2 days. Find the (i) probability and (ii) expected return on asset-A after 2 days given that the first day return is negative.
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Related Book For
Introduction to Probability
ISBN: 978-0716771098
1st edition
Authors: Mark Daniel Ward, Ellen Gundlach
Posted Date:
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