STAT1802 2002 Semester2 (Numerical Answer)

STAT1802 2002 Semester2 (Numerical Answer) - b. 6274.5 c....

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STAT1802 2002 Semester2 1. a. 1276.3 b. i. -30v(Ia) 6| ii. 30(Da) 7| 2. a. 97.37 3. a. 1246.04 b. 23917.62 4. a. μ = 0.053838611 σ 2 = 0.0088605931 c. 0.5458 5. a. 48613.96
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Unformatted text preview: b. 6274.5 c. 206000 6. 9 years 7. b. i 3 =0.06328 F= 0.0699831 8. a. 1008664.33 b. 0.073965 9. a. volatility = 8.8131, convexity = 113.88...
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