Question: a a Question 2[2.5 points]: Let us consider a function G which is a function of a stock price, S and time. Suppose that os
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a a Question 2[2.5 points]: Let us consider a function G which is a function of a stock price, S and time. Suppose that os and OG are the volatilities of S and G. Show that when the expected return of S increases by 10s, the growth rate of G increases by 10g, where a is a constant. a a Question 2[2.5 points]: Let us consider a function G which is a function of a stock price, S and time. Suppose that os and OG are the volatilities of S and G. Show that when the expected return of S increases by 10s, the growth rate of G increases by 10g, where a is a constant
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