Estimate the historical volatility of the stock

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Reference no: EM131326070

Following is the sequence of daily prices on the stock for the preceding month of June.

Date	Price	Date	Price
6/1	159.88	6/16	162.00
6/2	157.25	6/17	161.38
6/3	160.25	6/18	160.88
6/4	161.38	6/19	161.38
6/5	160.00	6/22	163.25
6/8	161.25	6/23	164.88
6/9	159.88	6/24	166.13
6/10	157.75	6/25	167.88
6/11	157.63	6/26	166.50
6/12	156.63	6/29	165.38
6/15	159.63	6/30	162.50

Estimate the historical volatility of the stock for use in the Black-Scholes-Merton model. (Ignore dividends on the stock.)

Reference no: EM131326070

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