1. 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.
   1. Estimate the daily volatility assuming mean returns are zero.
   2. Compute an estimate of the annualized volatility for this asset.
   3. Assuming a normal distribution, estimate 95% confidence interval for the percentage price change in one day.