question archive You are to estimate a non-dividend-paying stock's annualized volatility using its prices in the past 30 days
You are to estimate a non-dividend-paying stock's annualized volatility using its prices in the past 30 days
Subject:FinancePrice: Bought3
You are to estimate a non-dividend-paying stock's annualized volatility using its prices in the past 30 days. Month Stock price (Rand/share) 90 75 80 120 100 105 95 80 90 10 115 a) Calculate the historical volatility for this stock over the period. (05 marks) b) Calculate the expected return for this stock over the period (05 marks) 3
