Multiple Choice
A stock price is $20.It has an expected return of 12% and a volatility of 25%.What is the standard deviation of the change in the price in one day.(For this question assume that there are 365 days in the year.)
A) $0.20
B) $0.23
C) $0.26
D) $0.29
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q1: Which of the following defines an Ito
Q2: The process followed by a variable X
Q3: If a stock price follows a Markov
Q5: A stock price is $20.It has an
Q6: For what value of the correlation between
Q7: If the risk-free rate is r and
Q8: A variable x starts at 10 and
Q9: The process followed by a variable X
Q10: A variable x starts at 10 and
Q11: Which of the following gives a random