Question: Using the weekly closing stock price (S;) data in the table below, find the stock price volatility per annum in decimal format (not in
Using the weekly closing stock price (S;) data in the table below, find the stock price volatility per annum in decimal format (not in %). For calculating returns, use the LN(S; / Si-1) approach. Enter your answer rounded to four decimal places. For example, if your calculation results in 0.1234567, you only need to enter 0.1234 Week S; (in $) 30.2 1 2 32 3 31.1 45 30.1 30.2 17 6 30.3 30.6 8 33 9 32.9 10 33 11 33.5 12 33.5 13 33.7 14 33.5 15 34.2
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
