4. A stock's return is lognormally distributed. The true volatility of the annual return on the stock is 0.25. The standard derivation is estimated from 15 weekly observations of the stock price. The probability that this estimate of o is less than a is 2.5%. The 2.5th percentile of a chi-square distribution with 13 degrees of freedom is 5.009. Determine a. 4. A stock's return is lognormally distributed. The true volatility of the annual return on the stock is 0.25. The standard derivation is estimated from 15 weekly observations of the stock price. The probability that this estimate of o is less than a is 2.5%. The 2.5th percentile of a chi-square distribution with 13 degrees of freedom is 5.009. Determine a