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Suppose that observations on a stock price (in dollars) at the end of each of 6 consecutive weeks are as follows: 20.0 21.2 23.6 21.9

Suppose that observations on a stock price (in dollars) at the end of each of 6 consecutive weeks are as follows:

20.0 21.2 23.6 21.9 20.5 21.7

Estimate the annualized volatility of logarithmic returns that is used in the Black Scholes formula. Show your calculations.

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