NO.PZ2023091601000075
问题如下：
The current estimate of daily
volatility is 1.5%. The closing price of an asset yesterday was $30.00. The
closing price of the asset today is $30.50. Using the EWMA (Exponentially
Weighted Moving Average) model (with λ = 0.94), the updated estimate of
volatility is:
选项：
A.1.5096%
1.5085%
1.5092%
1.5083%
解释：
前一天的收益率为什么取对数？而不是用closing price of an asset yesterday$30.00.
