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MathewsLin
10-04-2015, 10:50 AM
Dear All,

For the 4th exercise, task 3, where there is shock from equity return rate, interest rate, etc., in the case of "before the sale", can't we just use the new rate for pricing assumption?

I don't see any issue here, but I am afraid I am missing something from the way they ask this question.

Thank you.