I wanted to understand if there is an analytical way of solving the first question. Intuitively, I think it can be done by solving this equation for minimum t
cagr * t - 1.711 * vol * sqrt( t ) >0
which gives t as 32.55 years. 91.3% probability is 1.711 std
Hey,
I wanted to understand if there is an analytical way of solving the first question. Intuitively, I think it can be done by solving this equation for minimum t
cagr * t - 1.711 * vol * sqrt( t ) >0
which gives t as 32.55 years. 91.3% probability is 1.711 std