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    If the Standard Deviation of the Continuously Compounded Returns (σ)On
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If the Standard Deviation of the Continuously Compounded Returns (σ)On

Question 41

Question 41

Multiple Choice

If the standard deviation of the continuously compounded returns (σ) on a stock is 40 percent, and the time interval is a year, then the upside change equals


A) 88.2 percent.
B) 8.7 percent.
C) 63.2 percent.
D) 49.2 percent.

Correct Answer:

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