Question: The basic calculation for volatility (denoted ) as used in option pricing is the annualized standard deviation of continuously compounded daily returns. Calculate volatility for
Dollar General Corporation Daily Closing Stock Price
Date....................................... Closing Price ($)
27 January 2003.......................... 10.68
28 January 2003.......................... 10.87
29 January 2003.......................... 11.00
30 January 2003.......................... 10.95
31 January 2003.......................... 11.26
3 February 2003.......................... 11.31
4 February 2003.......................... 11.23
5 February 2003.......................... 10.91
6 February 2003.......................... 10.80
7 February 2003.......................... 10.47
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