You are to estimate a nondividend-paying stocks annualized volatility using its prices in the past nine months.
Question:
You are to estimate a nondividend-paying stock’s annualized volatility using its prices in the past nine months.
Calculate the historical volatility for this stock over the period.
(A) 83%
(B) 77%
(C) 24%
(D) 22%
(E) 20%
Transcribed Image Text:
Month 1 23 1678 5 6 9 Stock Price ($/share) 80 64 80 64 80 100 80 64 80
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