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    Exam 16: Option Contracts
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    The Method of Estimating Standard Deviation Advocated by Kritzman (1991)for
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The Method of Estimating Standard Deviation Advocated by Kritzman (1991)for

Question 28

Question 28

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The method of estimating standard deviation advocated by Kritzman (1991)for use in the Black-Scholes model is based on historical time series.

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