NO.PZ2020011303000081
问题如下:
A stock price (USD) is 50 and the volatility is 2% per day. Estimate a 95% confidence interval for the stock price at the end of one day.
选项:
解释:
A one standard deviation move is USD 1. The 95% confidence interval is –USD 1.96 to +USD 1.96. The 95% confidence interval at the end of one day is, therefore, USD 48.04 to 51.96.
本题用的解答方式是50*(1+/-1.96*2%),为什么不是直接用50+/-1.96*2%。
这里volotility与standard deviation的区别是什么呢?
烦请老师解答。