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?
解释:
The mean return (annualized) is
the standard deviation of the return is
和上一题为什么不一样?。。。