NO.PZ2024061801000074
问题如下：
XYZ stock has a current price of $30 and an expected value in nine months of $34.The expected annual return is closest to:
选项：
A.
11.76%.
B.
12.52%.
C.
13.33%.
D.
16.69%.
解释：
With a current price of $30, a future price of $34, and a time period of nine months, the formula setup is as follows:
$30 × e^(μ0.75)= $34
By dividing $34 by $30 and then taking the natural log of both sides, we can solve
for μ (the expected rate of return):
μ = 0.1669, or 16.69%
为什么这里的expect value不用u-1/2 sigma2 而用u？
