2023 Mock B卷：Edel Asset Management Case之volatility

嗨，从没放弃的小努力你好：

I have determined that the volatility of the New Optics stock price in the 3 months prior to the options expiry was 23%, which would have been important information for options dealers two weeks before expiry, as it provided information regarding the perceived uncertainty going forward. 

蓝色部分是在说historical volatility，绿色部分是在说implied volatility，对吗？

蓝色是历史波动率，绿色是隐含波动率的性质，但是这里这个人把它说成历程波动率的性质了

【第2句话】The BSM options pricing model could have also been used to obtain information regarding future volatility. 这是正确的，对吗？

我在原版书里面找到这段话，对应的考点是在这吗？

对的

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加油吧，让我们一起遇见更好的自己！

嗨，从没放弃的小努力你好：

这个题是选C，B选项解析写错了

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虽然现在很辛苦，但努力过的感觉真的很好，加油！