On 23 March 2020, ordinary shares in the Australia and New Zealand Banking Group (ANZ) closed at
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On 23 March 2020, ordinary shares in the Australia and New Zealand Banking Group (ANZ) closed at $14.10. A call option expiring on 20 August 2020 with a strike price of $14.50 traded for $1.67. Treasury notes maturing on 20 August 2020 were paying 0.4588 per cent. Based on this information, how volatile is the return on ANZ predicted to be?
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Related Book For 
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ISBN: 9781743768051
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Authors: Stephen A. Ross, Rowan Trayler, Charles Koh, Gerhard Hambusch, Kristoffer Glover, Randolph W. Westerfield, Bradford D. Jordan
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