The volatility of an asset is 25% per annum. What is the standard deviation of the percentage

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The volatility of an asset is 25% per annum. What is the standard deviation of the percentage price change in one trading day? Assuming a normal distribution with zero mean, estimate 95% confidence limits for the percentage price change in one day.

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Risk Management And Financial Institutions

ISBN: 9781119932482

6th Edition

Authors: John C Hull

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Question Posted: Mar 03, 2024 03:00 AM

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The volatility of an asset is 25% per annum. What is the standard deviation of the percentage

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Risk Management And Financial Institutions

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