Markets: A Rigorous Course
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M11 · Problem 16 ★ Check

DXY arithmetic

EURUSD rises 2%, USDJPY falls 1% and the other DXY pairs are unchanged. Using (11.23), compute the change in DXY, both in logs and exactly.

Answers

Commas, ₹, % and 1e-3 notation are accepted.

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Solution

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