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16.A stock price is $20. It has an expected return of 12% and a volatility of 25%. What is the standard deviation of the change in the price in one day. (For this question assume that there are 365 days in the year.)

A.$0.20

B.$0.23

C.$0.26

D.$0.29

Answer: C

The standard deviation of the change in one day is

The standard deviation of the change in one day is

Flashcard info:

Author: CoboCards-User

Main topic: Finance & Investment

Topic: Derivatives

Published: 27.10.2015