华同学2022-04-18 23:39:24
求解答步骤
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吴珮瑶2022-04-19 10:29:58
你好同学,
95% VaR_(1-day) of the underlying=104×1.65×1.89%=3.24
95% VaR_(1-day) of the option=1000×0.6 ×3.24=1,946
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