If the risk neutral price for a 60 day variance swap is 25% and for a 10 day is 15%, what is the risk neutral price for

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answerhappygod
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If the risk neutral price for a 60 day variance swap is 25% and for a 10 day is 15%, what is the risk neutral price for

Post by answerhappygod »

If the risk neutral price for a 60 day variance swap is 25% and
for a 10 day is 15%, what is the risk neutral price for a 30 day
variance swap?
15.1%
21.3%
23.4
30.2%
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