5. Suppose that a stock is currently valued at SD = 100 and has annual volatility of...

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5. Suppose that a stock is currently valued at SD = 100 and has annual volatility of on = 15%. Going forward, you predict that volatility in one year from today will be a] = or" > on with probability p, or J1 = ord 30] :q and Q[Sl

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5. Suppose that a stock is currently valued at SD = 100 and has annual volatility of...

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