Question
1. (Set up) Go to Yahoo Finance and Find the historical stock prices of Lockheed Martin corporation(LMT), Netflix, Inc.(NFLX), Microsoft Corporation (MSFT) and Tesla, Inc.(TLSA).
1. (Set up) Go to Yahoo Finance and Find the historical stock prices of Lockheed Martin corporation(LMT), Netflix, Inc.(NFLX), Microsoft Corporation (MSFT) and Tesla, Inc.(TLSA). Download 5Y monthly return for each of them.
a) Estimate betas for all 4 stocks using ^IRX as risk-free return proxy and SPY as market portfolio proxy.
b) Estimate correlation between all 4 stocks and construct correlation matrix(Use Excel function "CORREL").
c) Estimate volatility(standard deviation of returns) for all 4 stocks.
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Cryptocurrency Trading A Beginner S Guide To Cryptocurrency Trading Strategies
Authors: Hollis Slough
1st Edition
979-8354901968
