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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?
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 | Closing value | Return |
9/25/2019 | 2984.87 | 0.0062 |
9/26/2019 | 2977.62 | -0.0024 |
9/27/2019 | 2961.79 | -0.0053 |
9/30/2019 | 2976.74 | 0.0050 |
10/1/2019 | 2940.25 | -0.0123 |
10/2/2019 | 2887.61 | -0.0179 |
10/3/2019 | 2910.63 | 0.0080 |
10/4/2019 | 2952.01 | 0.0142 |
10/7/2019 | 2938.79 | -0.0045 |
10/8/2019 | 2893.06 | -0.0156 |
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