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.
这里的volatility没有用是吗