1. Using weekly price data (constructedWednesday toWednesday), compute historical annual volatilities for IBM, Xerox, and the S&P...

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1. Using weekly price data (constructedWednesday toWednesday), compute historical annual volatilities for IBM, Xerox, and the S&P 500 index for 1991 through 2004.

Annualize your answer by multiplying by

√

52. Also compute volatility for each for the entire period.

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Derivatives Markets Pearson New International Edition

ISBN: 978-1292021256

3rd Edition

Authors: Robert L. Mcdonald

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Question Posted: Jul 22, 2024 09:00 AM

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1. Using weekly price data (constructedWednesday toWednesday), compute historical annual volatilities for IBM, Xerox, and the S&P...

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Derivatives Markets Pearson New International Edition

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