The current spot rate is $1.10 per euro. The expected rate of change over the next month is -0.5% (euro expected to depreciate by half a percent). The standard deviation of the rate of change is 2%. calculate what is the conditional volatility for the euro?

Answer rating: 100% (QA)

Onemonth forward rate Spot rate 1 Expected rate of change 110 1 0005 10... View the full answer