Consider the following returns:

The volatility on Lowes' returns is closest to:

A$.35\%$

B$.14\%$

C$.42\%$

D$.11\%$Consider the following$$ returns:

YearminusEnd

Lowes

Realized

Return

Home Depot

Realized

Return

IBM

Realized

Return

$2000$

$20\mathrm{.}8\%$

minus$14\mathrm{.}6\%$

$0\mathrm{.}2\%$

$2001$

$72\mathrm{.}7\%$

$4\mathrm{.}9\%$

minus$3\mathrm{.}2\%$

$2002$

minus$25\mathrm{.}7\%$

minus$58\mathrm{.}1\%$

minus$27\mathrm{.}0\%$

$2003$

$56\mathrm{.}3\%$

$71\mathrm{.}6\%$

$27\mathrm{.}9\%$

$2004$

$6\mathrm{.}7\%$

$17\mathrm{.}3\%$

minus$5\mathrm{.}1\%$

$2005$

$17\mathrm{.}9\%$

$0\mathrm{.}9\%$

minus$11\mathrm{.}3\%$

The volatility on$$ Lowes' returns is closest$$ to:

Question content area bottom

Part $1$

A$.$

$35\%$

B$.$

$14\%$

C$.$

$42\%$

D$.$

$11\%$