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  3. 1. you are long an option that promises to pay the

1. You are long an option that promises to pay the square of the stock...

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Accounting

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1. You are long an option that promises to pay the square of the stock price in three months (S2+3months). Does the delta approach to computing VaR underestimate or overestimate your risk? 1. You are long an option that promises to pay the square of the stock price in three months (S2+3months). Does the delta approach to computing VaR underestimate or overestimate your risk

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