NO.PZ2020021205000062
问题如下:
A stock has an expected return of 15% and a volatility of 20%. The current price of the stock is USD 50,what is the mean and standard deviation of the continuously compounded return over three years?
选项:
解释:
The mean return (annualized) is
the standard deviation of the return is
老师,为什么不用No.PZ2020021205000062的方法?老师,基础讲义470和472页的公式的适用情景分别是什么?这里没学明白,做题感觉很晕,不知道用哪个公式,麻烦讲解下,谢谢您。