Question 16: From the below, particulars find Annualized historical volatility and monthly volatility using the...
50.1K
Verified Solution
Link Copied!
Question
Finance
Question 16: From the below, particulars find Annualized historical volatility and monthly volatility using the Annualized historical volatility of ABC company. (annual trading days is 252) Date Inter-day return 30/05/2021 $783 31/05/2021 $371 01/06/2021 $593 A:Annualized historical volatility of ABC company is 3,185 and monthly volatility is 845. B: Annualized historical volatility of ABC company is 2,673 and monthly volatility is 772. C: Annualized historical volatility of ABC company is 2,741 and monthly volatility is 504. D: Annualized historical volatility of ABC company is 2,715 and monthly volatility is 412
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!