MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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The lognormal model for stock prices is given by S(4) = 100e12+0.22, where Z N(0, 1).
Determine the value of o in the model, the variance of stock's retum.
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The lognormal model for stock prices is given by S(4) = 100e0 12+0.22 where Z N(0, 1).
%3D
Determine the stock's continuously compounded expected rate of appreciation.
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Transcribed Image Text:Question The lognormal model for stock prices is given by S(4) = 100e12+0.22, where Z N(0, 1). Determine the value of o in the model, the variance of stock's retum. Question The lognormal model for stock prices is given by S(4) = 100e0 12+0.22 where Z N(0, 1). %3D Determine the stock's continuously compounded expected rate of appreciation.
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