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    Exam 10: Binomial Option Pricing: Basic Concepts
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    The Monthly Standard Deviation for a Stock Is 4
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The Monthly Standard Deviation for a Stock Is 4

Question 18

Question 18

Multiple Choice

The monthly standard deviation for a stock is 4.2%.What is the 6 month standard deviation for the security?


A) 4.2 %
B) 10.3 %
C) 25.2 %
D) 50.4 %

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