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Question on Practice Exam Q116
Hi, David, Here is the question: ======================================= You are using the Meron model to price an European option on foreign exchange. The underlying is the AUD/CAD spot exchange rate quoted as 1.35 AUD per 1.00 CAD (1.35AUD/CAD). If the AUD and CAD risk free rates...- wang_l
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- Forum: P2.T5. Market Risk (25%)