A stock has an expected return (μ) of 17% per annum and a standard deviation (volatility, σ) of 37% per annum. Under th

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A stock has an expected return (μ) of 17% per annum and a
standard deviation (volatility, σ) of 37% per annum. Under
the probability distribution assumptions of the BSM model:
A) Compute the mean and standard deviation of the
continuously compounded rate of return earned over a
one-year period (answer in % and round to the nearest tenth).
Mean is: %; Standard deviation is: %
B) Construct a 95% confidence interval for the continuously
compounded rate of return earned over a one-year period
(answer in % and round to the nearest tenth).
95% confidence interval is from: % to: %