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For a non-dividend paying stock whose price St follows a lognormal model, youre given: -The current price of the stock is 30. -The annual continuously

For a non-dividend paying stock whose price St follows a lognormal model, youre given:

-The current price of the stock is 30.

-The annual continuously compounded expected rate of return is 10%.

-The median of the stock price at time t is 30e 0.08t.

Determine the annual volatility of the stock.

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