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Estimate realised volatility in the form of variance as well as standard deviation and calculate returns of Telekom stock based on the following daily closing
Estimate realised volatility in the form of variance as well as standard deviation and calculate returns of Telekom stock based on the following daily closing price information. Please show five decimals. Price Return - In (P/P1). (Return; - average return) 9.65 9.60 9.60 9.55 9.65 Date 02-May-19 03-May-19 04-May-19 05-May-19 06-May-19 07-May-19 08-May-19 09-May-19 10-May-19 11-May-19 12-May-19 10.20 10.60 11.00 11.00 10.90 10.70 (6 marks) Average return (1 mark) Variance (1 mark) Standard deviation (1 mark) Annualised std dev (1 mark)
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