Question
The volatility of an asset over 1.5 years is 35%. What is its 1-year volatility if it is derived from the 1.5-year value? Is Correct
The volatility of an asset over 1.5 years is 35%. What is its 1-year volatility if it is derived from the 1.5-year value?
Is Correct Answer for this question 29% ? If not, what's correct answer & how to come up with the correct answer?
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Financial Management For Decision Makers
Authors: Peter Atrill
7th Edition
129201606X, 978-1292016061
