The volatility of a stock price is 30% per annum. What is the standard deviation of the

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The volatility of a stock price is 30% per annum. What is the standard deviation of the percentage price change in one trading day?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 11:15 AM

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The volatility of a stock price is 30% per annum. What is the standard deviation of the

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