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Suppose that daily log-returns are N(0.0005,0.012). Find the smallest value of t such that P(P/Po 2 2) 2 0.9, that is, that after t days the probability the price has doubled is at least 90%. Using R if needed.
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Suppose that daily log-returns are N(0.0005,0.012). Find the smallest value of t such that P(P/Po 2...
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