Question
ABC company has a current stock price of $40 and with 40% probability the stock price will increase to $50 and with 60% probability the
ABC company has a current stock price of $40 and with 40% probability the stock price will increase to $50 and with 60% probability the stock price will decrease to $35. What is the volatility of the stock?
Options:
| 19.86% | |
| 17.33% | |
| 14.64% | |
| 18.37% |
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The Evolution Of Nordic Finance
Authors: Steffen Elkiær Andersen
2011th Edition
0230241557, 978-0230241558
