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Your portfolio contains a long position in BP plc shares. The closing price on 27-09-2018 was 591.19p. At this time, the annual drift and
Your portfolio contains a long position in BP plc shares. The closing price on 27-09-2018 was 591.19p. At this time, the annual drift and volatility were estimated as -1/2 = 0.11621p.years-, o = = 0.13253p.years Calculate the 90% and 99% confidence limit for the BP share price in 6 months. What is the probability of the share price dropping below 475 p in 18 months' time?
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
