Question: multiple choice questions I only need the answer If u = 0.02, d = 0.01 and T=1/4, then standard deviation o of the logarithmic return

 multiple choice questions I only need the answer If u =

multiple choice questions I only need the answer

If u = 0.02, d = 0.01 and T=1/4, then standard deviation o of the logarithmic return is m0.059 AO me 0.039 BO me 0.01 me 0.052 DO If u = 0.02, d = 0.01 and T=1/4, then standard deviation o of the logarithmic return is m0.059 AO me 0.039 BO me 0.01 me 0.052 DO

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!