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
Posted: Thu May 05, 2022 8:04 am
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%
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%