You are stock price analyst for the company. You are given historical daily stock pricesof your company from Day 1 to Day 700 (Assuming stock market trade daily). As-suming the stock price follows the Black-Scholes fråmework. Determine the historicalannual volatility, ở of this stock. Next, estimate the expected annual rate of return &.Assuming this is non-dividend paying stock, simulate the daily stock price for the next90 days with the estimated annual volatility, ô and expected annual rate of return, ôt.Then, simulate the daily stock price again for the next 90 days with 5%, 15%, 25% and35% deviation of your estimated annual volatility (assuming no change in the estimatedrate of return).

Given : You are stock price analyst for the company. You are given historical daily stock prices of…

Answered: You are stock price analyst for the…

Algebra and Trigonometry (6th Edition)

6th Edition

ISBN:9780134463216

Author:Robert F. Blitzer

Publisher:Robert F. Blitzer

ChapterP: Prerequisites: Fundamental Concepts Of Algebra

Section: Chapter Questions

Problem 1MCCP: In Exercises 1-25, simplify the given expression or perform the indicated operation (and simplify,...

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Q16.
Please solve asap
Q9. shown below: Shanghai Corporation, the Chinese affiliate of a U.S manufacturer, has the balance sheet Assets CYN Liabilities and Stockholders' Equity CYN 23,000 29,000 36,000 Cash 7,000 Accounts Payable Accounts Receivable 16,000 Long- Term Debt Inventories Fixed Assets net 24,000 Stockholders' Equity 41.000 88.000 Total Liabilities and Stockholders' Equity Total Assets 88,000 The current exchange rate is S0.3 = CYN1. Required: 24 a) If of the Chinese Yuan depreciated, what would be the translation effects under temporal method?
James has an investment worth $175,609.50. The investment will make a special payment of X to James in 1 month from today and the investment also will make regular, fixed monthly payments of $1,440.00 to James forever. The expected return for the investment is 1.23 percent per month and the first regular, fixed monthly payment of $1,440.00 will be made to James in one month from today. What is X, the amount of the special payment that will be made to James in 1 month? An amount less than $58,600.00 or an anmount greater than $179,600.00 An amount equal to or greater than $58,600.00 but less than $88,950.00 An amount equal to or greater than $88,950.00 but less than $146,400.00 An amount equal to or greater than $146,400.00 but less than $176,000.00 O An amount equal to or greater than $176,000.00 but less than $179,600.00 Com SHEMA
The company consulted a roofing coating contractor who presented the company with two options. The first option is a coating that will cost P20,000 which would extend the life of the roofing for 3 years from date of application, and the second option will cost P30,000 and which would extend the life of the roofing for 5 years from the date of application. At what rate of return are the two investments equal?
For the cash flows shown in the diagram, determine the value of x and 2x that will make the future worth in year 14 equal to $275,000. i = 10% per year 2 3 4 5 6 7 8 2x 2x 2x 2x The value of x is determined to be $ The value of 2x is determined to be $
Helppp
Maria invests $4,200, at 6% interest, compounded quarterly for one year. Use Table 11-1 to calculate the annual percentage yield (APY) for her investment (as a %). Note: "Annual percentage yield" is also known as "effective interest rate." (Round your answer to two decimal places.)
A stock price is currently $40. It is known that at the end of 1 year it will be either $48or $32. The risk-free Interest rate is 5% per annum with continuous compounding. What is the value of a portfolio today with a strike price of $527 (use A-0.25) Hint: draw a tree

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