What are different volatilities in vanilla equity option
What are different volatilities in vanilla equity option?
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Take the easy case of a vanilla equity option bought since it is considered inexpensive. There are potentially three various volatilities as: implied volatility; hedging volatility and forecast volatility.
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$100 is received at the beginning of year 1, $200 is received at the beginning of year 2, and $300 is received at the beginning of year 3. If these cash flows are deposited at 12 percent, their combined future value at the end of year 3 is ________.
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