Two blind bids have the same size, long/short,flat delta, and have similar characteristics. The stocks on average

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Two blind bids have the same size, long/short,flat delta, and have similar characteristics. The stocks on average have the same volatilities.

One has a standard deviation loss/gain of 30 bps, the other of 60 bps.

What could be the reason for this difference?

Related Book For answer-question

Statistics The Exploration & Analysis Of Data

ISBN: 9780840058010

7th Edition

Authors: Roxy Peck, Jay L. Devore

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Posted Date: Mar 22, 2023 05:15 AM

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Two blind bids have the same size, long/short,flat delta, and have similar characteristics. The stocks on average

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Statistics The Exploration & Analysis Of Data

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