imp vol on options

Discussion in 'Forex' started by erasmus, Jul 8, 2008.

  1. erasmus


    hey all, quick question if:

    1month implied vol of AUD/USD is 9.4
    1month implied vol of EUR/USD is 9.3
    and correlation between these 2 vols is 56.5%, what is the implied 1month vol of EUR/AUD?