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22-06-2024
Business

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The volatility of an asset is 2% per day. What is the standard deviation of the percentage price change in sixteen days? Percentage change in price is Answer%. What extra information do you need to calculate the covariance if you know the correlation between two variables? a) Standard deviation of the two variables
b) Covariance between the asset and the market
c) Standard deviation on only one of the variables
d) Correlation between the two variables

Answer :

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