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If the volatility of a stock is .33 (i.e., the stock follows geometric Brownian motion with = .33 where we take a unit of time
If the volatility of a stock is .33 (i.e., the stock follows geometric Brownian motion with = .33 where we take a unit of time to be 1 year), find the standard deviation of ln(Sd(n)/Sd(n1)) and ln(Sm(n)/Sm(n1)), where Sd(n) is the price of the stock after n days and Sm(n) is the price of the stock after n months.
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