Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

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 answer as percent rounded to two decimal places.

image text in transcribed

Date 9/25 9/26 Closing Value 2984.87 2977.62 2961.79 2976.74 2940.25 2887.61 2910.63 2952.01 2938.79 2893.08 Return 0.0062 -0.0024 -0.0053 0.005 -0.0123 -0.0179 0.006 0.0142 -0.0045 -0.0156

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Smart Supply Chain Finance

Authors: Hua Song

1st Edition

9811659966, 978-9811659966

More Books

Students also viewed these Finance questions