60.1K
Verified Solution
Link Copied!
Q3. Suppose you observe the following month end stock prices of a
Stock B
Month 0 1 2 3 4
Price 100 105 150 97 100
What is mean monthly continuously compounded return?
Annual return?
What is the standard deviation monthly?
Annually? Evaluate the statement: The estimate of mean depends on beginning and end prices; the estimate of standard deviation on all prices.
Answer & Explanation
Solved by verified expert