Logo
Home Study Material Contact Search
AI Chat FREE
  1. business
  2. finance
  3. along with other required inputs used to price an

Along with other required inputs used to price an option, historical volatility is calculated from:...

80.2K

Verified Solution

Question

Finance

Along with other required inputs used to price an option, historical volatility is calculated from:

Select one:

a.

the most recent 20 weeks of call option prices

b.

the most recent 20 weeks of prices of the underlying share

c.

the previous five years of returns of the underlying share

d.

current stock and option prices using the put-call parity equation

e.

current stock and option prices using an option pricing model

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students

Q

Mr. Wong is evaluating the execution of a “bear spread” on the British pound using put...

Finance
Q

Construct a derivation (for the following argument) from the premise to the conclusion, only using these...

Advance Math
Q

A uniform current density given by: J = (A/m2 J ) o az give rise to a...

Electrical Engineering
Q

The Breton Woods agreement led to the global monetary system in use today. Problems with Breton...

Psychology
Q

20 Light traveling through three transparent substances follows the path shown in figure Arrange the...

Physics
Q

Use the compound interest formula to compute the future value of the investment Round to...

Basic Math
Q

The sampling distribution shows sample means from samples of size n 50 59 61 63...

Statistics
Q

Ernie s deposited 3620 into a savings account that earns 6 5 interested compounded quarterly...

Algebra
Q

If there are n teams in a league and each team plays each other twice...

Algebra
Q

Chandler had 7,500 shares of common stock outstanding on January 1, and issued an...

Accounting
Q

Please only help me the B question! Please explain it to me with detailed information,...

Accounting
Q

Item2 16 points ReferencesItem 2 Car Armour sells car wash cleaners. Car Armour uses a...

Accounting