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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. 

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M92071097

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