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Can some guidance to (ii) be given? I am struggling a bit ... Also why is the variance of 2*sigma(Z_0.5 - Z_0.25) + sigma*Z_0.25 = (5/4)*sigma^2 ?...
Great, thanks John. Is there a 2! missing in the expansion of the f''(St) term in your final line above? Otherwise I can't get the dt terms to...
Hi, Is someone able to explain why the new holdings of the put and the stock are indeed 100,000? I appreciate the mark scheme notes as much and it...
Hi, How is Ito's Lemma being used to calculate (dlogS_t) - when looking at page 46 of the tables I can't quite see why the final term outside of...
Hi Steve, Many thanks for your prompt reply and for the explanation!
Why in part (ii) is the variance of return for portfolio (b) from part (i) 0 + 0.85^2 * 0.02^2? The guaranteed return of 5% obviously has no...
How do you have access to the ActEd CMPs through your university library?
