userld475h發(fā)布于:2019-09-20 16:45:35瀏覽365次 FRM FRM Part I
An analyst is studying a stock that is currently trading at $35. The analyst estimates that there is
33% probability that the stock will trade at $50 after one year a 20% probability that the stock will
trade at $42 and a 47% probability that the stock will trade at $20. What is the volatility of this
stock price?
A. 13%
B. 24%
C. 31%
D. 39%
Answer: D