Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Historical daily prices for MQG shares from 2015 to 2019 inclusive are given in the sheet 'Q3'. First calculate the daily returns in Column C.

image text in transcribedimage text in transcribed

Historical daily prices for MQG shares from 2015 to 2019 inclusive are given in the sheet 'Q3'. First calculate the daily returns in Column C. From there, calculate the sample mean, standard deviation, and 10th,5th and 1st percentiles of these returns, and enter these values into the appropriate cells in Column F. Finally, fit a Normal distribution and a t15 distribution and calculate the 10th,5th and 1st percentiles under each distribution. \begin{tabular}{|l|r|r|l|r|} \hline Date & MQG Close & Return & Sample \\ \hline 31/12/2019 & 137.85001 & & Mean & 0.0581% \\ \hline 30/12/2019 & 139.07001 & 0.00885 & SD & 1.3887% \\ \hline 27/12/2019 & 140.23 & 0.008341 & 10th percentile & 1.5576% \\ \hline 24/12/2019 & 139.22 & 0.0072 & 5th percentile & 2.1244% \\ \hline 23/12/2019 & 139 & 0.00158 & 1st percentile & 5.6158% \\ \hline 20/12/2019 & 140.25 & 0.008993 & & \\ \hline 19/12/2019 & 140.01 & 0.00171 & Normal & \\ \hline 18/12/2019 & 137.76 & 0.01607 & 10th percentile & \\ \hline 17/12/2019 & 138.10001 & 0.002468 & 5th percentile & \\ \hline 16/12/2019 & 138.64999 & 0.003983 & 1st percentile & \\ \hline 13/12/2019 & 136.31 & 0.01688 & & \\ \hline 12/12/2019 & 134.12 & 0.01607 & t & \\ \hline 11/12/2019 & 135.5 & 0.010289 & 10th percentile & \\ \hline 10/12/2019 & 135.38001 & 0.00089 & 5th percentile & \\ \hline 9/12/2019 & 135.73 & 0.002585 & 1st percentile & \\ \hline \end{tabular} Historical daily prices for MQG shares from 2015 to 2019 inclusive are given in the sheet 'Q3'. First calculate the daily returns in Column C. From there, calculate the sample mean, standard deviation, and 10th,5th and 1st percentiles of these returns, and enter these values into the appropriate cells in Column F. Finally, fit a Normal distribution and a t15 distribution and calculate the 10th,5th and 1st percentiles under each distribution. \begin{tabular}{|l|r|r|l|r|} \hline Date & MQG Close & Return & Sample \\ \hline 31/12/2019 & 137.85001 & & Mean & 0.0581% \\ \hline 30/12/2019 & 139.07001 & 0.00885 & SD & 1.3887% \\ \hline 27/12/2019 & 140.23 & 0.008341 & 10th percentile & 1.5576% \\ \hline 24/12/2019 & 139.22 & 0.0072 & 5th percentile & 2.1244% \\ \hline 23/12/2019 & 139 & 0.00158 & 1st percentile & 5.6158% \\ \hline 20/12/2019 & 140.25 & 0.008993 & & \\ \hline 19/12/2019 & 140.01 & 0.00171 & Normal & \\ \hline 18/12/2019 & 137.76 & 0.01607 & 10th percentile & \\ \hline 17/12/2019 & 138.10001 & 0.002468 & 5th percentile & \\ \hline 16/12/2019 & 138.64999 & 0.003983 & 1st percentile & \\ \hline 13/12/2019 & 136.31 & 0.01688 & & \\ \hline 12/12/2019 & 134.12 & 0.01607 & t & \\ \hline 11/12/2019 & 135.5 & 0.010289 & 10th percentile & \\ \hline 10/12/2019 & 135.38001 & 0.00089 & 5th percentile & \\ \hline 9/12/2019 & 135.73 & 0.002585 & 1st percentile & \\ \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

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

Finance And Financial Markets

Authors: Keith Pilbeam

3rd Edition

023023321X, 978-0230233218

More Books

Students also viewed these Finance questions