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elf_fu elf_fu
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6 years ago
A stock is valued at $28.00. The annual expected return is 9.0% and the standard deviation of annualized returns is 19.0%. If the stock is lognormally distributed, what is the price of the stock given a one standard deviation move up after 4 years?
A) $28.00
B) $32.33
C) $40.13
D) $54.60
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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6 years ago
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