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3. You can find in the attached Excel file the historical data for the S&P 500 index. Choose an index from your country/region, and download
3. You can find in the attached Excel file the historical data for the S&P 500 index. Choose an index from your country/region, and download the closing prices for the same periods! a. Calculate the daily returns! (1 point) b. Calculate the standard deviation and average of daily returns for both periods and both of the indices! Compare them in two sentences! (3 points) C. Calculate the linear correlation for both periods between the daily returns of the indices! Compare the two correlations, explain you result in one sentence! (2 points) d. Calculate the autocorrelation of daily returns in the first and in the second period for the two indices Compare you results in one sentence! (2 points) A possible solution to do it: BUX daily returns(t-1) r1 daily returns(t) r1 r2 r3 r4 r5 r2 r3 r4 + 3. You can find in the attached Excel file the historical data for the S&P 500 index. Choose an index from your country/region, and download the closing prices for the same periods! a. Calculate the daily returns! (1 point) b. Calculate the standard deviation and average of daily returns for both periods and both of the indices! Compare them in two sentences! (3 points) C. Calculate the linear correlation for both periods between the daily returns of the indices! Compare the two correlations, explain you result in one sentence! (2 points) d. Calculate the autocorrelation of daily returns in the first and in the second period for the two indices Compare you results in one sentence! (2 points) A possible solution to do it: BUX daily returns(t-1) r1 daily returns(t) r1 r2 r3 r4 r5 r2 r3 r4 +
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