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For your allocated banking stock only (stock 1), calculate and plot annualized historical volatility with annual implied volatility in a graph (show calculations and workings).
For your allocated banking stock only (stock 1), calculate and plot annualized historical volatility
with annual implied volatility in a graph (show calculations and workings).
STOCK 1 | NewCrest Shares |
Security | NCM AU Equity |
Period | D |
Currency | AUD |
Beta | 0.77 |
Date | PX_LAST |
31/05/2023 | 25.54 |
30/05/2023 | 25.69 |
29/05/2023 | 25.76 |
26/05/2023 | 25.9 |
25/05/2023 | 26.08 |
24/05/2023 | 26.59 |
23/05/2023 | 26.43 |
22/05/2023 | 26.95 |
19/05/2023 | 27 |
18/05/2023 | 27.51 |
17/05/2023 | 27.8 |
16/05/2023 | 28.4 |
15/05/2023 | 28.68 |
12/05/2023 | 28.25 |
11/05/2023 | 28.89 |
10/05/2023 | 29.09 |
9/05/2023 | 29.39 |
8/05/2023 | 29.6 |
5/05/2023 | 29.8 |
4/05/2023 | 29.16 |
3/05/2023 | 29.12 |
2/05/2023 | 28.6 |
1/05/2023 | 28.5 |
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