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(a) Compute the mean and variance of the return series. (6 points) (b) Compute the autocorrelations of the return series for all lags. (14

(a) Compute the mean and variance of the return series. (6 points) (b) Compute the autocorrelations of the return series for all lags. (14 points) (c) Compute the 1-step- and all the multistep-ahead forecasts of the return at the 2 (10 points) ? = h

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