Using weekly price data (constructed Wednesday toWednesday), compute historical annual volatilities for IBM, Xerox, and the S&P

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Using weekly price data (constructed Wednesday toWednesday), compute historical annual volatilities for IBM, Xerox, and the S&P 500 index for 1991 through 2004. Annualize your answer by multiplying by √ 52. Also compute volatility for each for the entire period.
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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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