Compute standard estimator of the volatility parameter

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Reference no: EM131317019

The question has two parts

a) Consider the following collection of n=9 closing for stock ABC: 101.02, 102.23, 100.34, 99.87, 98.65, 96.45, 98.45, 99.00, 100.05

b) Compute the standard estimator of the volatility parameter σ using these closing prices.

Reference no: EM131317019

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