Download the annual returns on the combined NYSE/NASDAQ/AMEX markets as well as the S&P 500 from the

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Download the annual returns on the combined NYSE/NASDAQ/AMEX markets as well as the S&P 500 from the Online Learning Center at www.mhhe.com/bkm. For both indexes, calculate:

a. Average return.

b. Standard deviation of return.

c. Skew of return.

d. Kurtosis of return.

e. The 5% value at risk.

f . Based on your results to parts (b)–(e), compare the risk of the two indices. LO.1

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