If the standard deviation of the continuously compounded returns (σ)on a stock is 40 percent, and the time interval is a year, then the upside change equals
A)88.2 percent.
B)8.7 percent.
C)63.2 percent.
D)49.2 percent.

Question

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The Answer of If the standard deviation of the continuously compounded returns (σ)on a stock is 40 percent, and the time interval is a year, then the upside change equals
A)88.2 percent.
B)8.7 percent.
C)63.2 percent.
D)49.2 percent.

If the Standard Deviation of the Continuously Compounded Returns (σ)On