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
Infrastructure Investment An Engineering Perspective
ISBN: 9781466576698
1st Edition
Authors: David G. Carmichael
Question Posted: