Mathematics

Mathematics, 19.03.2020 07:36, rb161040

You are faced with the probability distribution of the HPR on the stock market index fund. Suppose the price of a put option on a share of the index fund with exercise price of $110 and time to expiration of 1 year is $12.
What is the probability distribution of the HPR on the put option?

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You are faced with the probability distribution of the HPR on the stock market index fund. Suppose t...

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