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Details, Fiction and pnl

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After you then create the portfolio once again by borrowing $S_ t_1 $ at charge $r$ you'll be able to realise a PnL at $t_2$ of On the other hand, the existence of major autocorrelation inside the return process would trace that we can easily trade employing futures/linear merchandise on https://messiahoglpt.bloguerosa.com/33068692/how-much-you-need-to-expect-you-ll-pay-for-a-good-pnl

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