Q.Which of the following statements are true/false:
I: The implied volatility of a stock can be calculated by deternining the standard deviation of stock returns over the last one year.
II: The implied volatility of a stock can be calculated by deternining the standard deviation of stock returns over the last six months.
A. I is true, II is false
B. I is false, II is true
C. I and II are both false
D. I and II are both true
