GLS
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Huh?
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Problem is under defined - answer depends on the absolute value of the uncertainty U in Y that is being “doubled”.
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Yes, make assumptions as needed for underdefined parts. Can only put partial problem into a tweet size :)
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Talk to Taleb
Thanks. Twitter will use this to make your timeline better. UndoUndo
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Probably you mean square-root-2 times the level of uncertainty?
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Yes somethhing like that.
#CAPM
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