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elf_fu elf_fu
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6 years ago
A stock is valued at $55.00. The annual expected return is 12.0% and the standard deviation of annualized returns is 22.0%. If the stock is lognormally distributed, what is the price of the stock given a one standard deviation move up after 3 years?
A) $64.41
B) $74.41
C) $84.41
D) $94.41
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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6 years ago
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elf_fu Author
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#2
6 years ago
Thank you Heavy Heart
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