{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-06-06T04:07:46-04:00", "answer_date": "2024-06-06 04:07:46", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "2342184", "url": "\/study-help\/questions\/a-download-daily-adjusted-closing-prices-from-712008-to-1012020-2342184", "question_creation_date_js": "2024-06-06T04:07:46-04:00", "question_creation_date": "Jun 06, 2024 04:07 AM", "meta_title": "[Solved] A. Download DAILY adjusted closing prices | SolutionInn", "meta_description": "Answer of - A. Download DAILY adjusted closing prices [from 7\/1\/2008 to 10\/1\/2020] from Yahoo Finance for the following tickers: S | SolutionInn", "meta_keywords": "download,daily,adjusted,closing,prices,7\/1\/2008,10\/1\/2020,yahoo,finance,tickers,spy,gbf", "question_title_h1": "A. Download DAILY adjusted closing prices [from 7\/1\/2008 to 10\/1\/2020] from Yahoo Finance for the following tickers: SPY, GBF, SDS, TBT, EEM. B. Plot historical", "question_title": "A. Download DAILY adjusted closing prices [from 7\/1\/2008 to 10\/1\/2020] from Yahoo", "question_title_for_js_snippet": "A Download DAILY adjusted closing prices from 7 1 2008 to 10 1 2020 from Yahoo Finance for the following tickers SPY, GBF, SDS, TBT, EEM B Plot historical prices for the five ETFs on the same line chart Note remember to compute returns on the five ETFs first for the following questions The return series should start at 7 2 2008 Hint SDS and TBT are leveraged ETFs C A portfolio is designed to gain exposure to US and international stocks and bonds by allocating 40 to SDS, 30 to TBT, and 30 to EEM Compute the mean, standard deviation, skewness, kurtosis, and Sharpe Ratio of this portfolio and the three ETFs (SDS, TBT, and EEM) Sharpe Ratio is defined as the ratio of mean to standard deviation (assuming risk free rate is zero) D A 130 30 trading strategy means shorting an asset up to 30 of the portfolio value and then taking the funds to long positions on other assets Consider a 130 30 portfolio that is 70 SDS, 30 TBT,and 60 EEM Compute the mean, standard deviation, skewness, and Sharpe Ratio of this portfolio Compare this portfolio to the one in C , what do you observe E A portfolio is constructed by investing 60 in SPY and 40 in GBF Compute the mean, standard deviation, skewness, and Sharpe Ratio of this portfolio and both SPY and GBF Compare this portfolio to the one in C and D , what do you observe Hint How much return each fund can get for one unit of risk F Regress SDS on SPY and TBT on GBF and draw the following two scatter plots SPY vs SDS and TBT vs GBF What are your observations G Janice wants to buy stock A whose return shows a mean of 2 and a standard deviation of 4 based on 250 daily returns At the 05 level of significance (or 95 confidence level), she would like to test if the stock's daily return is equal to 5 (a) write out the null and alternative hypothesis (b) Compute the test statistic (c) Should she reject or fail to reject the null hypothesis", "question_description": "\"image

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\"image<\/div><\/div><\/div> A. Download DAILY adjusted closing prices [from 7\/1\/2008 to 10\/1\/2020] from Yahoo Finance for the following tickers: SPY, GBF, SDS, TBT, EEM. B. Plot historical prices for the five ETFs on the same line chart. . Note: remember to compute returns on the five ETFs first for the following questions. The return series should start at 7\/2\/2008] . Hint: SDS and TBT are leveraged ETFs] C. A portfolio is designed to gain exposure to US and international stocks and bonds by allocating 40% to SDS, 30% to TBT, and 30% to EEM. Compute the mean, standard deviation, skewness, kurtosis, and Sharpe Ratio of this portfolio and the three ETFs (SDS, TBT, and EEM). Sharpe Ratio is defined as the ratio of mean to standard deviation (assuming risk free rate is zero). D. A 130\/30 trading strategy means shorting an asset up to 30% of the portfolio value and then taking the funds to long positions on other assets. Consider a 130\/30 portfolio that is 70% SDS, -30% TBT,and 60% EEM. Compute the mean, standard deviation, skewness, and Sharpe Ratio of this portfolio. Compare this portfolio to the one in C., what do you observe? E. A portfolio is constructed by investing 60% in SPY and 40% in GBF. Compute the mean, standard deviation, skewness, and Sharpe Ratio of this portfolio and both SPY and GBF. Compare this portfolio to the one in C. and D., what do you observe? [Hint: How much return each fund can get for one unit of risk?] F. Regress SDS on SPY and TBT on GBF and draw the following two scatter plots: SPY vs SDS and TBT vs GBF. What are your observations? G. Janice wants to buy stock A whose return shows a mean of 2% and a standard deviation of 4% based on 250 daily returns. At the .05 level of significance (or 95% confidence level), she would like to test if the stock's daily return is equal to 5%. (a) write out the null and alternative hypothesis. (b) Compute the test statistic. (c) Should she reject or fail to reject the null hypothesis", "transcribed_text": "", "related_book": { "title": "The Changing Geography Of Banking And Finance", "isbn": "1441947205, 978-1441947208", "edition": "1st Edition", "authors": "Pietro Alessandrini ,Michele Fratianni ,Alberto Zazzaro", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/2024\/03\/66050c9f889e3_94366050c9f62f22.jpg", "uri": "\/textbooks\/the-changing-geography-of-banking-and-finance-1st-edition-978-1441947208-260622", "see_more_uri": "" }, "free_related_book": { "isbn": "1719646457", "uri": "\/textbooks\/perfect-package-vallerand-drug-guide-18e-and-van-leeuwen-comp-man-lab-and-dx-tests-9e-and-tabers-med-dict-24e-3rd-edition-978-1719646451-322663", "name": "Perfect Package Vallerand Drug Guide 18e And Van Leeuwen Comp Man Lab And Dx Tests 9e And Tabers Med Dict 24e", "edition": "3rd Edition" }, "question_posted": "2024-06-06 04:07:46", "see_more_questions_link": "\/study-help\/questions\/business-management-leadership-2023-June-05", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/data-released-by-the-national-center-for-health-statistics-showed", "description": "Data released by the National Center for Health Statistics showed that the mean age at which women had their first child was 25.0 in 2006 (The Wall Street Journal, February 4, 2009). 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