题目
A high growth stock has a daily return volatility of 1.60%. The returns are positivelyautocorrelated such that the correlation between consecutive daily returns is +0.30. What is the two-day volatility of the stock?
选项
A.1.800%
B.2.263%
C.2.580%
D.3.200%
答案
C
解析
这道题计算过程如下：「huixue_img/importSubject/1564169386133164032.jpeg」