At the End of Thursday,the Estimated Volatility of Asset B

question 5

Multiple Choice

At the end of Thursday,the estimated volatility of asset B is 1% per day.During Friday asset B produces a return of zero.An EWMA model with lambda equal to 0.9 is used.What is an estimate of the volatility of asset A at the end of Friday?

• A)0.98%
• B)0.95%
• C)0.92%
• D)0.90%

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Definitions:

Gender

In psychology, the socially influenced characteristics by which people define boy, girl, man, and woman.

Social Relationships

Connections or associations between two or more individuals, shaped by social interactions and emotional bonds.

Relational Aggression

A type of aggression in which harm is caused through damage to relationships or social status rather than physical violence.

Social Standing

The position or rank of a person or group within the social hierarchy, often influenced by factors such as wealth, occupation, education, and family background.