Let h = 1 / 52. Simulate both the continuously compounded actual return and the actual stock
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Let h = 1/52. Simulate both the continuously compounded actual return and the actual stock price, St+h. What are the mean, standard deviation, skewness, and kurtosis of both the continuously compounded return on the stock and the stock price? Use the same random normal numbers and repeat for h = 1. Do any of your answers change? Why?
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See Table One for a typical simulation With weekly da...View the full answer
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