14. (2 points): Some asset follows as dynamic dSt/St = 0.1dt + 0.35dWt. To calibrate some model you need to compute o = Var(S/So), that is the volatility at the 1 year horizon. Currently So = 20 and you find up to rounding the following value of : : 40% 6:42% : 44% @: none of those answers 14. (2 points): Some asset follows as dynamic dSt/St = 0.1dt + 0.35dWt. To calibrate some model you need to compute o = Var(S/So), that is the volatility at the 1 year horizon. Currently So = 20 and you find up to rounding the following value of : : 40% 6:42% : 44% @: none of those answers