# Question: Obtain at least 5 years of daily data for at

Obtain at least 5 years of daily data for at least three stocks and, if you can, one currency. Estimate annual volatility for each year for each asset in your data. What do you observe about the pattern of historical volatility over time? Does historical volatility move in tandem for different assets?

## Answer to relevant Questions

Let S = $100, K = $95, σ = 30%, r = 8%, T = 1, and δ = 0. Let u = 1.3, d = 0.8, and n = 2. Construct the binomial tree for a call option. At each node provide the premium, ∆ and B. Let S = $100, σ = 30%, r = 0.08, t = 1, and δ = 0. Suppose the true expected return on the stock is 15%. Set n = 10. Compute European put prices, ∆ and B for strikes of $70, $80, $90, $100, $110, $120, and $130. For each ...Compute the prices of European and American calls and puts. Let S = $100, σ = 30%, r = 0.08, t = 1, and δ = 0. Suppose the true expected return on the stock is 15%. Set n = 10. Compute European call prices, ∆ and B for strikes of $70, $80, $90, $100, $110, $120, and $130. For ...Assume r = 8%, σ = 30%, δ = 0. In doing the following calculations, use a stock price range of $60-$140, stock price increments of $5, and two different times to expiration: 1 year and 1 day. Consider purchasing a ...Post your question