Question
A stock price is $122, $117, $109, $121, $134, $122, $115 and $110 on eight successive Fridays. Provide an estimate of the volatility of the
A stock price is $122, $117, $109, $121, $134, $122, $115 and $110 on eight successive Fridays. Provide an estimate of the volatility of the stock (standard deviation of the annual rate of return)? Use Excel to compute the estimate.
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
9th Edition
0324656122, 978-0324656121
