2. Compute daily volatilities for 1991 through 2004 for IBM, Xerox, and the S&P 500 index. Annualize
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2. Compute daily volatilities for 1991 through 2004 for IBM, Xerox, and the S&P 500 index. Annualize by multiplying by
√
252. How do your answers compare to those in Problem 1?
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Related Book For
Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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