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Alle Oberthemen / Finance & Investment / Derivatives / Derivatives

235

16.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

Answer: C
The standard deviation of the change in one day is

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Autor: CoboCards-User

Oberthema: Finance & Investment

Thema: Derivatives

Veröffentlicht: 27.10.2015

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