Assume we have three state economy and two assets :
P(0) = [110.2472 111.7749] 108.5714 131.9048 P(1) = 117.3077 105.7692 119.4175 105.8252
Can you find a set of pseudo-probability consistent with this economy?
A set of pseudo-probabilities consistent with this economy was found via an online random number generator
9048, 7749, 2472, 110
8252, 119, 4175, 7692
Comments
Leave a comment