medium · Quantitative Finance prob-stats
A quantitative researcher is calculating the historical volatility of a stock. Over a 10-day period, the sample standard deviation of daily log-returns is 1.5%.
Assuming 252 trading days in a year, what is the annualized historical volatility?
- 378.00%
- 1.50%
- 23.81%
- 15.00%
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