Show that if y is a commoditys convenience yield and u is its storage cost, the
Chapter 35, Problem 35.3(choose chapter or problem)
Show that if y is a commoditys convenience yield and u is its storage cost, the commoditys growth rate in the traditional risk-neutral world is r y u, where r is the risk-free rate. Deduce the relationship between the market price of risk of the commodity, its real-world growth rate, its volatility, y, and u.
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