$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_203#

Type of average

Window size

Price

Conf. Int.

Std. err.

Arithmetic

3

669.8311

(666.2552, 673.4070)

1.8245

2 - 5

7

666.3056

(662.7379, 669.8732)

1.8202

2 - 5

11

662.8696

(659.3099, 666.4293)

1.8162

2 - 5

15

659.4212

(655.8698, 662.9726)

1.8119

2 - 5

19

655.9681

(652.4248, 659.5114)

1.8078

2 - 5

23

652.4952

(648.9600, 656.0303)

1.8037

2 - 5

27

648.9935

(645.4667, 652.5203)

1.7994

Geometric

3

669.6145

(666.0390, 673.1899)

1.8242

2 - 5

7

665.7521

(662.1857, 669.3185)

1.8196

2 - 5

11

661.9958

(658.4381, 665.5534)

1.8151

2 - 5

15

658.2341

(654.6854, 661.7827)

1.8105