The monthly volatility of a hedge fund is 3.5%. What is the 8.8-month volatility assuming that the

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The monthly volatility of a hedge fund is 3.5%. What is the 8.8-month volatility assuming that the autocorrelation between the fund's monthly return is 0?

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Introduction to Derivatives and Risk Management

ISBN: 978-1305104969

10th edition

Authors: Don M. Chance

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Posted Date: Dec 15, 2020 03:06 AM

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The monthly volatility of a hedge fund is 3.5%. What is the 8.8-month volatility assuming that the

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Introduction to Derivatives and Risk Management

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