11.6 Continuously compounded rate of Return, n(Equation(11.7) mT T or n n or n≈中 √T Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, C 2003, Shanghai Normal University11.6 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University Continuously Compounded Rate of Return, h (Equation (11.7)) S S e T S S T T T T =  −       0 0 1 2 or = or 2 h h h  m   ln