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1) The daily standard deviation is? 2) The annualized standard deviation is? Below are the closing values and daily return on the S&P 500 for
1) The daily standard deviation is?
2) The annualized standard deviation is?
Below are the closing values and daily return on the S&P 500 for the last ten days. What are the daily and annualized standard deviations? You may use excel for this problem. Enter your answers as percent rounded to two decimal places. Date 9/25 Closing Value 2984.87 2977.621 2961.79 2976.74 2940.25 2887.61 2910.63 2952.01 2938.79 2893.08 Return 0.0062 -0.0024 -0.0053 0.005 -0.0123 -0.0179 0 000 0.0142 -0.0045 10/4 1017 10/8 -0.0156 Below are the closing values and daily return on the S&P 500 for the last ten days. What are the daily and annualized standard deviations? You may use excel for this problem. Enter your answers as percent rounded to two decimal places. Date 9/25 Closing Value 2984.87 2977.621 2961.79 2976.74 2940.25 2887.61 2910.63 2952.01 2938.79 2893.08 Return 0.0062 -0.0024 -0.0053 0.005 -0.0123 -0.0179 0 000 0.0142 -0.0045 10/4 1017 10/8 -0.0156Step by Step Solution
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