Estimate of the standard deviation of change in stock

Assignment Help Financial Management

Reference no: EM131868398

If the annualized volatility (i.e. standard deviation) of a stock is 15%, what is the estimate of the standard deviation of the change in the stock price in one week? One day? For a week assume this is 1/52 of one year. For one day assume 1/252 of one year to reflect the number of trading days.

Reference no: EM131868398

Questions Cloud

What is the rate of return to an investor in the fund : What is the rate of return to an investor in the fund during the year?

What does certificate auto enrollment mean : What does Certificate Auto enrollment mean? Why would an organization:

What corporate social responsibility theory would operating : Would you be for leaving the product on the shelf because you feel your duty as a corporate manager is to maximize shareholder profits?

Averages of filtered data in excel : How do you count and take averages of filtered data in excel? I keep trying to use the COUNT and AVERAGE functions

Estimate of the standard deviation of change in stock : If the annualized volatility (i.e. standard deviation) of a stock is 15%, what is the estimate of the standard deviation of change in stock price in one week.

Difference between the purchase price and the selling price : The latter case finds the difference between the purchase price and the selling price. If the difference is negative (in minus) the text prints: Here something

Concept to encompass surf lifestyle for the home : two recent MBA graduates decided to broaden this casual surf concept to encompass a “surf lifestyle for the home.”

How accessing the web is done not only from desktop computer : Discuss how accessing the Web is done not only from desktop computers and laptops, but from mobile devices, such as smartphones and tablets.

Develop a three-year hr forecast : Labor supply/demand will become more rigorous (demand for workers will increase, but the labor pool will remain the same or shrink). Labor costs will increase.

User Account

All Pages