Using the information in Table 4.9 about Scenario C: a. Compute total revenue when correlation between price

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Using the information in Table 4.9 about Scenario C:
Using the information in Table 4.9 about Scenario C:a. Compute

a. Compute σtotal revenue when correlation between price and quantity is positive.
b. What is the correlation between price and revenue?

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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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