The current spot rate is $1.10 per euro. The expected rate of change over the next month
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Question:
The current spot rate is $1.10 per euro. The expected rate of change over the next month is -0.5% (euro expected to depreciate by half a percent). The standard deviation of the rate of change is 2%. calculate what is the conditional volatility for the euro?
Related Book For
Quantitative Analysis for Management
ISBN: 978-0132149112
11th Edition
Authors: Barry render, Ralph m. stair, Michael e. Hanna
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