Question: suppose that observations on a stock continuously compounded returns (in perecentage ) at the end of each of 3 consecutive weeks are as follows -1.49,

suppose that observations on a stock continuously compounded returns (in perecentage ) at the end of each of 3 consecutive weeks are as follows -1.49, 0.39, 3.69

What is the estimated annualized volatility?

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!

suppose that observations on a stock continuously compounded returns (in perecentage ) at the end of each of 3 consecutive weeks are as follows -1.49, 0.39, 3.69

Suppose that observations on a stock continuously compounded returns (in percentage) at the end of each of 3 consecutive weeks are as follows: What is the estimated annualized volatility? Answer in...

Suppose that observations on a stock continuously compounded returns (in percentage) at the end of each of 3 consecutive weeks are as follows: Week Returns 1 0.89 2 1.55 3 1.24 What is the estimated...

Saved Suppose that observations on a stock continuously compounded returns in percentage) at the end of each of 3 consecutive weeks are as follows: Week Returns 1 1.00 12 -0.16 3 -2.71 What is the...

Suppose that observations on a stock continuously compounded returns (in percentage) at the end of each of 3 consecutive weeks are as follows: Week Returns 1 0.28 2 -1.45 3 -1.31 What is the...

Suppose that observations on a stock continuously compounded returns (in percentage) at the end of each of 3 consecutive weeks are as follows: Week Returns 1 1.28 2 -1.11 -0.07 What is the estimated...

Suppose that observations on a stock continuously compounded returns (in percentage) at the end of each of 3 consecutive weeks are as follows: Week Returns 1 0.28 2 -1.45 3 -1.31 What is the...

Suppose that observations on a stock continuously compounded returns ( in percentage ) at the end of each of 3 consecutive weeks are as follows: \ table [ [ Week , Returns ] , [ 1 , - 1 . 1 1 ] , [ 2...

suppose that observations on a stock continuously compounded returns at the end of 3 consecutive weeks are as follows: week 1 = -1.47(returns) week 2 = 1.73 (returns) week 3 = .60 (returns). what is...

Show all the workings 44. Consider the following three-period binomial tree model for a stock that pays dividends continuously at a rate proportional to its price. The length of each period is 1...

What alcohol would you treat with phosphorus oxychloride and pyridine to form each of the following alkenes? a. b. c. CH3CH == CHCH2CH3 d. CH3 CH CH2C CH2 CH3

On the basis of the following data, determine the value of the inventory at the lower of cost or market. Assemble the data in the form illustrated in Exhibit8. Inventory Unit Unit Cost Price $ 80...

Your wedding is in 1 6 weeks. You work with a dietician to create a plan so you lose 0 . 4 pounds a week. You weigh 2 2 9 pounds now. How much will you weigh by your wedding?

"What does the term " " lead time"" refer to in inventory management? Options: A ) The time it takes to produce one unit B ) The time between placing an order and receiving it C ) The time employees...

You work for a yoga studio in your community as an instructor. The manager has approached you about your thoughts on introducing a bonus based on the number of classes taught and the total number of...

What additional benefits would you recommend that APTN offer employees? Why?

You were recently promoted to a management position. Your company is in the retail grocery business and has a policy that managers are paid a salary instead of an hourly wage. What are the advantages...