Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Question 6 Which of the following statements is incorrect about the historical volatility? it is based on the volatility of the log return on the
Question
Which of the following statements is incorrect about the historical volatility?
it is based on the volatility of the log return on the stock
if used in the BlackScholesMerton model, it gives the current market price
it should be converted to an annualized volatility
it requires a sample of recent returns
none of the given choices
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started