Suppose that ln(S) and ln(Q) have correlation =0.3 and that S(0) = $100, Q(0) = $100,
Question:
a. SQ
b. S/Q
c. √SQ
d. 1/(SQ)
e. S2Q
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Since the process y S a Q b follows geometric Brownian motion ie dy y yd ...View the full answer
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