Question
If the annualized volatility (i.e. standard deviation) of a stock is 15%, what is the estimate of the standard deviation of the change in the
If the annualized volatility (i.e. standard deviation) of a stock is 15%, what is the estimate of the standard deviation of the change in the stock price in one week? One day? For a week assume this is 1/52 of one year. For one day assume 1/252 of one year to reflect the number of trading days.
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
11th Edition
1305262999, 1305262997, 035726164X, 978-1305262997
