Question: A stock price is $20. It has an expected return of 12% and a volatility of 25%. What is the standard deviation of the change

A stock price is $20. It has an expected return of 12% and a volatility of 25%. What is the standard deviation of the change in the price in one day. (For this question assume that there are 365 trading days in the year.)

a. $0.23

b. $0.26

c. $0.37

d. $0.10

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