An asset has a current price of ₱80.00 and it has an expected price of ₱95 in 6 months. In your assessment, the standard deviation (σ) is 0.45. The reference rate is 5.5%. The value to the short and to the long would be?

EBK CONTEMPORARY FINANCIAL MANAGEMENT
14th Edition
ISBN:9781337514835
Author:MOYER
Publisher:MOYER
Chapter2: The Domestic And International Financial Marketplace
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An asset has a current price of ₱80.00 and it has an expected price of ₱95 in 6 months. In your
assessment, the standard deviation (σ) is 0.45. The reference rate is 5.5%. The value to the short
and to the long would be?

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