Let the standard deviation of the annual continuously compounded rate of return on a stock be 47 ( 0 47 and 2 0 2209), then the variance of the one month investing horizon rate of return will equal a 12 26 b 14 08 c 13 57 d 7 28 ...

Let the standard deviation of the annual continuously compounded rate of return on a stock be 47%

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Let the standard deviation of the annual continuously compounded rate of return on a stock be 47% (σ = 0.47 and σ2 = 0.2209), then the variance of the one month investing horizon rate of return will equal

a. 12.26%

b. 14.08%

c.13.57%

d. 7.28%

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Investment

ISBN: 978-0073530703

9th edition

Authors: Zvi bodie, Alex kane, Alan j. marcus

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Posted Date: May 08, 2019 05:43 AM

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Let the standard deviation of the annual continuously compounded rate of return on a stock be 47%

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