8. 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: A. 1.5105% B. 1.5205% C. 1.5092% D. 1.5096%

8. 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: A. 1.5105% B. 1.5205% C. 1.5092% D. 1.5096%

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 17P

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