Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Discuss and compare the volatilities (predicted and forecast) of each of the three companies. begin{tabular}{|l|l|l|l|l|l|} hline Dates & PEP & KDP & multicolumn{1}{|l|}{ KO }

Discuss and compare the volatilities (predicted and forecast) of each of the three companies.

image text in transcribed

\begin{tabular}{|l|l|l|l|l|l|} \hline Dates & PEP & KDP & \multicolumn{1}{|l|}{ KO } & \multicolumn{1}{l|}{ PORT } & \multicolumn{1}{l|}{ SP500 } \\ \hline T+1 & 0.01266744 & 0.01154707 & 0.01437127 & 0.01045763 & 0.01653961 \\ \hline T+2 & 0.01260637 & 0.01141208 & 0.0143771 & 0.01040199 & 0.01656487 \\ \hline T+3 & 0.01254796 & 0.01127897 & 0.01438289 & 0.01035147 & 0.01658984 \\ \hline T+4 & 0.01249211 & 0.01114772 & 0.01438864 & 0.01030561 & 0.01661452 \\ \hline T+5 & 0.01243871 & 0.01101831 & 0.01439436 & 0.010264 & 0.01663892 \\ \hline \end{tabular} \begin{tabular}{|l|l|l|l|l|l|} \hline Dates & PEP & KDP & \multicolumn{1}{|l|}{ KO } & \multicolumn{1}{l|}{ PORT } & \multicolumn{1}{l|}{ SP500 } \\ \hline T+1 & 0.01266744 & 0.01154707 & 0.01437127 & 0.01045763 & 0.01653961 \\ \hline T+2 & 0.01260637 & 0.01141208 & 0.0143771 & 0.01040199 & 0.01656487 \\ \hline T+3 & 0.01254796 & 0.01127897 & 0.01438289 & 0.01035147 & 0.01658984 \\ \hline T+4 & 0.01249211 & 0.01114772 & 0.01438864 & 0.01030561 & 0.01661452 \\ \hline T+5 & 0.01243871 & 0.01101831 & 0.01439436 & 0.010264 & 0.01663892 \\ \hline \end{tabular}

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_2

Step: 3

blur-text-image_3

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

Financial Economics

Authors: Frank J. Fabozzi, Edwin H. Neave, Guofu Zhou

1st Edition

0470596201, 9780470596203

More Books

Students also viewed these Finance questions

Question

Why should an individual manager be interested in supporting HR?

Answered: 1 week ago