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Here are the proper problem set 2 marks and grade breakdown. Sorry about the mix up.

200805022158.jpg

SN %

0715247 80

0779636 70

0641731 57

0713899 70

0542679 50

0646708 57

0647845 73

0642282 57

0649694 57

0657166 74

0657808 57

0661821 76

0653837 57

0539341 44

0650692 50

0658154 50

0662127 70

0611123 50

0552518 57

0649988 70

0647691 43

0557404 57

0642746 57

0661406 50

0639168 77

0668733 43

0664855 57

0555479 57

0648426 50

0643858 57

0641707 74

0666653 50

0661252 57

0660361 56

0777757

0664286 50

0780642 74

0648663 57

0660175 74

06554248 70

0655864

0653322 50

0642754 50

0778095 57

0657131 50

0664685 70

0638617 74

0647926 74

0669245 57

0648388 63

0660728 74

0608416 90

0656151 50

0655236 57

0702826 57

0715646 74

0660787 57

0661198 51

0659274 77

0640484 50

0652504 45

0661791 84

3 Responses to “Woops!”

  1. James

    Stephen, you use sigma as volatility but the Pilbeam book uses sigma squared.....I lost marks as a result,. Please verify the correct usage.

  2. Stephen Kinsella

    Hi James,

    It depends on which part of which question you're talking about---could you clarify?

    Best,

    Stephen

  3. James

    Hi Stephen, its the ln(S/X)+(R+SIGMA SQUARED/2) part. volatility in the book is used as this sigma squared but you take it as sigma and then you square that…..get me?
    James

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