The Standard Deviation of the Values of an Option Calculated

question 1

Multiple Choice

The standard deviation of the values of an option calculated using 10,000 Monte Carlo trials is 4.5.The average of the values is 20.What is the standard error of this as an estimate of the option price?

• A) 4.5
• B) 0.45
• C) 0.045
• D) 0.0045

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