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Title: A stock has a price of $42.63 and pays no dividend. The historical standard deviation of the stock ... Post by: Thierryp on Jul 7, 2017 A stock has a price of $42.63 and pays no dividend. The historical standard deviation of the stock is 18% and the expected return on the stock is 11%. At the 95% confidence level, what is the Tail VaR over the next 270 days?
A) $2.13 B) $6.56 C) $9.71 D) $40.50 Title: Re: A stock has a price of $42.63 and pays no dividend. The historical standard deviation of the ... Post by: Raecoco on Jul 7, 2017 Content hidden
Title: Re: A stock has a price of $42.63 and pays no dividend. The historical standard deviation of the stock ... Post by: Thierryp on Sep 19, 2017 Thanks once again
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