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1. Go to Yahoo Finance Australia and download the daily prices of the ASX200 index for the period of 5th Jan 2018 to 5th Jan
1. Go to Yahoo Finance Australia and download the daily prices of the ASX200 index for the period of 5th Jan 2018 to 5th Jan 2020. Use the adjusted closing prices. (a) Calculate the daily price changes (b) Record a macro and calculate a 10-day bootstrapped sample. If you were to invest $100,000 at the start of the 10 days, what would it be worth at the end of the period? (c) Re-do (b) 5 times. What are the 6 bootstrapped portfolio values? (d) Go to Yahoo Finance Australia and download the daily prices of the ASX200 index for the period of 6th Jan 2020 to 21st Jan 2020. Calculate the daily returns for the preceding 10 days to 21st Jan 2020. (e) If you were to invest $100,000 in the ASX200 at 6th Jan 2020 for 10 days, what would it be worth at the end of the period? (f) Create a line graph of the realised portfolio value (using real ASX200 returns) and the 6 bootstrapped portfolio values. Label the realised PV in red and the bootstrapped PVs in blue. 1. Go to Yahoo Finance Australia and download the daily prices of the ASX200 index for the period of 5th Jan 2018 to 5th Jan 2020. Use the adjusted closing prices. (a) Calculate the daily price changes (b) Record a macro and calculate a 10-day bootstrapped sample. If you were to invest $100,000 at the start of the 10 days, what would it be worth at the end of the period? (c) Re-do (b) 5 times. What are the 6 bootstrapped portfolio values? (d) Go to Yahoo Finance Australia and download the daily prices of the ASX200 index for the period of 6th Jan 2020 to 21st Jan 2020. Calculate the daily returns for the preceding 10 days to 21st Jan 2020. (e) If you were to invest $100,000 in the ASX200 at 6th Jan 2020 for 10 days, what would it be worth at the end of the period? (f) Create a line graph of the realised portfolio value (using real ASX200 returns) and the 6 bootstrapped portfolio values. Label the realised PV in red and the bootstrapped PVs in blue
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