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please use excel please use excel Suppose that observations on a stock price in dollars) at the end of each of the 6 consecutive days
please use excel
please use excel
Suppose that observations on a stock price in dollars) at the end of each of the 6 consecutive days are 101.80, 102.19, 104.20, 100.82, 103.12, 102.94. a. Estimate the daily volatility assuming mean returns are zero. b. Compute an estimate of the annualized volatility for this asset. C. Assuming a normal distribution, estimate 95% confidence interval for the percentage price change in one day. Suppose that observations on a stock price in dollars) at the end of each of the 6 consecutive days are 101.80, 102.19, 104.20, 100.82, 103.12, 102.94. a. Estimate the daily volatility assuming mean returns are zero. b. Compute an estimate of the annualized volatility for this asset. C. Assuming a normal distribution, estimate 95% confidence interval for the percentage price change in one dayStep by Step Solution
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Financial Management Principles And Applications
Authors: Sheridan Titman
9th Edition
0655705457, 9780655705451
