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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%...

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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%

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To calculate the realized volatility rate in annualized terms you can use the standard formula View the full answer


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Statistics For Business Decision Making And Analysis

Statistics For Business Decision Making And Analysis

ISBN: 9780321890269

2nd Edition

Authors: Robert Stine, Dean Foster

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Posted Date: April 04, 2023 00:32:18
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