Which of the Following Is Not Commonly Used as the Estimate

question 69

Multiple Choice

Which of the following is not commonly used as the estimate of a stock's volatility?

• A)the estimate of its standard deviation of returns over a recent period
• B)the trend of historical standard deviations of returns over recent periods
• C)the implied volatility derived from an option pricing model
• D)the estimate of its option premium derived from an option pricing model

---

Definitions:

Mean Thickness

The average value of thickness measurements taken across various samples or points, often used in quality control and materials science.

Accounts Receivable

Money owed to a company by its customers for goods or services that have been delivered but not yet paid for.

Confidence Coefficient

The probability level associated with a confidence interval, indicating the degree of certainty that the parameter lies within the interval.

Population Distribution

The spread of characteristics or variables across all members of a defined group or population.