Question
average daily return and standard deviation the daily returns are as follows over a 1260 days trading period 12/31/13 | (4.03060084-3.99276780)/3.99276780=0.95% 3.99276780-3.99459687/3.99459687=-.046 (3.99459687-3.99793750)/3.99793750=-0.084% 3.99793750-3.95302561/3.95302561=1.136 (3.95302561-3.92566345)/3.92566345=0.697%
average daily return and standard deviation
the daily returns are as follows over a 1260 days trading period
12/31/13 | (4.03060084-3.99276780)/3.99276780=0.95% 3.99276780-3.99459687/3.99459687=-.046 (3.99459687-3.99793750)/3.99793750=-0.084% 3.99793750-3.95302561/3.95302561=1.136 (3.95302561-3.92566345)/3.92566345=0.697% 3.92566345-3.87629629/3.87629629=1.274 (3.87629629-3.83208473)/3.83208473=1.15% 3.83208473-3.83753227/3.83753227=-.142 (3.83753227-3.69019282)/3.69019282=3.99.% 3.69019282-3.71796639/3.71796639=-.747 (3.71796639-3.66251520)/3.66251520)=1.51.% 3.66251520-3.66350834/3.66350834=-.027 (3.66350834-3.69706723)/3.69706723)=-.90% 12/10/13 | (3.69706723-3.80039325)/3.80039325)=-2.72%
1/21/09 | ((1.00025797-1.00023812)/1.00023812) 100=.001985% ((1.00023812-1.00021828)/1.00021828) 100= .001984% ((1.00021828-1.00019843)/1.00019843) 100=.00198461 ((1.00019843-1.00017859)/1.00017859) 100=.0.001983645741 ((1.00017859-1.00015874)/1.00015874) 100=.0.001984684951 ((1.00015874-1.00013890)/1.00013890) 100= 0.001983724461 ((1.00013890-1.00011905)/1.00011905) 100= 0.001984763714 ((1.00011905-1.00009921)/1.00009921) 100= 0.001983803187 ((1.00009921-1.00007937)/1.00007937) 100= 0.001983842542 ((1.00007937-1.00005952)/1.00005952) 100= 0.00198488186 ((1.00005952-1.00003968)/1.00003968) 100= 0.001983921278 ((1.00003968-1.00001984)/1.00001984) 100= .001983960638 1/1/2009 | ((1.00001984-1.00000000)/1.00000000) x 100 = .001984
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started