Question 29 A stock price is $100 and its volatility is estimated to be 20%...

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Question 29 A stock price is $100 and its volatility is estimated to be 20% per year. Not yet What is an estimate of the standard deviation of the change in the stock price in one week? answered Marked out of 1.00 p Flag question a. $3.02 O b. $0.76 O c. $2.77 O d. $0.38 Question 30 Not yet When a non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6%, the volatility is 20% and the time to maturity is 3 months which of the following is the price of a European put option on the stock? answered Marked out of 1.00 Flag question O a. 19.7N(-0.1)-20N(-0.2) O b. 19.7N(-0.2)-20N(-0.1) O c. 20N(-0.1)-20N(-0.2)

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