Question
1. Compute the daily log-returns. 2. Compute the average daily log-return of the entire time-series. 3. Compute the annualized return. 4. Compute the standard deviation
1. Compute the daily log-returns.
2. Compute the average daily log-return of the entire time-series.
3. Compute the annualized return.
4. Compute the standard deviation over the whole time series of daily log-returns.
5. Compute the annualized volatility.
Please show work / formulas!
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
12th Edition
1260772160, 978-1260772166
