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Pnl Options

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After you then arrange the portfolio again by borrowing $S_ t_1 $ at rate $r$ you are able to realise a PnL at $t_2$ of On the other hand, the existence of sizeable autocorrelation in the return process would hint that we are able to trade utilizing futures/linear merchandise over https://stephenswzdg.blog-eye.com/34216228/new-step-by-step-map-for-pnl

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