Question: Assume the implied volatility (IV) on the CBOE is shown as 0.36 on the options dashboard for stock xyz. That implies that option traders expect

Assume the implied volatility (IV) on the CBOE is shown as 0.36 on the options dashboard for stock xyz. That implies that option traders expect the standard deviation of daily returns in stock xyz over the term of the option to be _____ .

Question 11 options:

1.90%

2.27%

2.75%

3.01%

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