FunToys stock has the following weekly closing prices: 40, 41, 43, 42, 42, 46, 43, 44, 47.

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FunToy’s stock has the following weekly closing prices: 40, 41, 43, 42, 42, 46, 43, 44, 47. Assuming fifty-two trading weeks in a year, compute the annualized, sample standard deviation (volatility) σ.

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:51 AM

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FunToys stock has the following weekly closing prices: 40, 41, 43, 42, 42, 46, 43, 44, 47.

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The following table reports weekly closing stock price data and some computations related to volatility computation Column 1 is labeled week t and it ...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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