The monthly log returns of an asset (in excess of the risk-free rate), in annualized terms,...
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The monthly log returns of an asset (in excess of the risk-free rate), in annualized terms, are: January -2.20% November -9.20% December +0.11% What is the realized volatility rate (in annualized terms)? Use a decimal number, e.g. 0.055, not 5.5%. February +3.34% March +1.44% April +0.89% The monthly log returns of an asset (in excess of the risk-free rate), in annualized terms, are: January -2.20% November -9.20% December +0.11% What is the realized volatility rate (in annualized terms)? Use a decimal number, e.g. 0.055, not 5.5%. February +3.34% March +1.44% April +0.89%
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To calculate the realized volatility rate in annualized terms you can use the standard formula ... View the full answer
Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780321890269
2nd Edition
Authors: Robert Stine, Dean Foster
Posted Date:
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