 Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/m/3/b/i/solution

1 = k \int_{- π /2}^{π /2} cos^{2} x d x = k \frac{π}{2},

using

cos^{2} x = (1 + cos 2 x) /2

. Therefore

k = \frac{2}{π} .

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