Estimates for optimistic, most likely and pessimistic values of stock price are $13.86, $9.90 and $5.94 respectively.

Question:

Estimates for optimistic, most likely and pessimistic values of stock price are $13.86, $9.90 and $5.94 respectively. Calculate an expected value and variance of this stock price. You wish to fit a lognormal distribution to this; calculate the values of the distribution parameters λ and ζ.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: