题目
An analyst is studying a stock that is currently trading at $35. The analyst estimates that there is 33% probability that the stock will trade at $50 after one year, a 20% probability that the stock will trade at $42, and a 47% probability that the stock will trade at $20. What is the volatility of this stock return?
选项
A.13%
B.24%
C.31%
D.39%
答案
D
解析
There turns for the three scenarios:(50-35)/35=42.86%,(42-35)/35=20%,(20-35)/35=-42.86%；Mean=33%×42.86% 20%×20% 47%×(-42.86%)=-2%Variance=33%×(42.86% 2%)2 20%×(20% 2%)2 47%×(-42.86% 2%)2 =15.46%Volatility=39.31%