A stock has a price of $50 and pays no dividend. The historical standard deviation of the stock is 25% and the expected return on the stock is 12%. At the 95% confidence level, what is the Tail VaR over the next 6 months?

A) $2.50
B) $13.63
C) $22.36
D) $47.50

B

Business

You might also like to view...

At what layer would you find EUI-48 addresses?

A) 1 B) 2 C) 3 D) 4

View
Business

A question in a survey asks for a respondent's favorite sport. Which measure of central tendency should be used to summarize this question?

A) arithmetic mean B) geometric mean C) median D) mode

View
Business