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Historical Price MRK 10/19/2022 93.26 10/20/2022 92.94 10/21/2022 95.67 10/24/2022 97.37 10/25/2022 97.71 10/26/2022 98.41 10/27/2022 99.74 10/28/2022 100.77 10/31/2022 101.2 11/1/2022 99.76 11/2/2022 99.4
Historical Price | MRK |
10/19/2022 | 93.26 |
10/20/2022 | 92.94 |
10/21/2022 | 95.67 |
10/24/2022 | 97.37 |
10/25/2022 | 97.71 |
10/26/2022 | 98.41 |
10/27/2022 | 99.74 |
10/28/2022 | 100.77 |
10/31/2022 | 101.2 |
11/1/2022 | 99.76 |
11/2/2022 | 99.4 |
11/3/2022 | 98.75 |
11/4/2022 | 99.2 |
11/7/2022 | 100.07 |
11/8/2022 | 101.5 |
11/9/2022 | 101.59 |
11/10/2022 | 101.89 |
11/11/2022 | 97.96 |
11/14/2022 | 100.35 |
11/15/2022 | 99.6 |
11/16/2022 | 99.93 |
11/17/2022 | 102.31 |
11/18/2022 | 104.23 |
11/21/2022 | 105.61 |
11/22/2022 | 106.9 |
11/23/2022 | 106.82 |
11/25/2022 | 107.5 |
11/28/2022 | 108.45 |
11/29/2022 | 108.84 |
11/30/2022 | 110.12 |
Find the daily log return for the stock
Find the stock volatility?
Assume the last price collected is S0, simulate the stock price in 30 days., u is the annual return (normally distributed on [0.01, 0.025] and E is a random variable (normally distributed with mean 0 and standard deviation1)
What us the mean price on day 30?
What is the probability S30 will be at least 10% higher than S0?
What is the probability S30 will be less that S0?
Find a 95% confidence interval for the mean price on day 30
Find the 75-th percentile for S30
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