Which of the Following Statements Is Incorrect About the Historical

Multiple Choice

Which of the following statements is incorrect about the historical volatility?

A) if used in the Black-Scholes-Merton model,it gives the current market price
B) it is based on the volatility of the log return on the stock
C) it requires a sample of recent returns
D) it should be converted to an annualized volatility
E) none of the above