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Hull 13.07 |
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Stock Price |
$40.00 |
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Exp Return |
15% |
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Volatility |
25% |
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Period (Years) |
2.0 |
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Expected |
11.875% |
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Std Dev |
17.678% |
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Future Median |
$50.72 |
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Future Mean |
$53.99 |
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Significance |
5% |
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One-tail |
(1.645) |
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Two-tail |
(1.960) |
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Lower of Interval |
$25.37 |
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Upper of Interval |
$101.43 |
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VaR (One-tail) |
$28.36 |
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Checking w/ Hull method: |
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3.926 |
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0.13 |
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0.35 |
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25.36645 |
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28.35592 |
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