Multiple Choice
If the volatility for a portfolio is 20% per year,what is the volatility per quarter?
A) 20%
B) 10%
C) 5%
D) 2%
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q6: At the end of Thursday,the estimated volatility
Q7: Which of the following is true<br>A) EWMA
Q8: Which of the following is a definition
Q9: Which of the following is true of
Q10: At the end of Thursday,the estimated covariance
Q12: At the end of Thursday,the estimated volatility
Q13: The parameters in a GARCH (1,1)model are:
Q14: Which of the following is true<br>A) All
Q15: The parameters in a GARCH (1,1)model are:
Q16: The parameters in a GARCH (1,1)model are: