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Fixed income: Reading55 page 265
reading 55, page 265, question 21: why annualized standard deviation for daily yield is 7%, currently yield is 5%, then 5% * 7% is the new annualized standard deviation? (from the answer).
I’ve stuck on this questions for along time and don’t get it….. |
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发表于 2013-4-12 23:03
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