Question: how to claculate each SC0in the last table pls step by steps Numerical example (1) Bond : risk free rate =2% Stock : meanreturn=6%vol=20% Guarantee
how to claculate each SC0in the last table pls step by stepsNumerical example (1) Bond : risk free rate =2% Stock : meanreturn=6%vol=20% Guarantee : guaranteed rate =rg=1,5% Different Mixed strategies : x= part in stocks Numerical example (1) how to calculate these SC (0) Numerical example (1) Bond : risk free rate =2% Stock : meanreturn=6%vol=20% Guarantee : guaranteed rate =rg=1,5% Different Mixed strategies : x= part in stocks Numerical example (1) how to calculate these SC (0)
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