The volatility of an asset is 2%per day. What is the standard deviation of the percentage price

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The volatility of an asset is 2%per day. What is the standard deviation of the percentage price change in three days?

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:00 AM

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The volatility of an asset is 2%per day. What is the standard deviation of the percentage price

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Risk Management And Financial Institutions

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