Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

please complete both Q9 and Q10 with explanation if possible, the promt is in the first photo Due to the secrecy of their trading activities,

please complete both Q9 and Q10 with explanation if possible, the promt is in the first photo
image text in transcribed
image text in transcribed
image text in transcribed
Due to the secrecy of their trading activities, people still don't have a complete list of stocks that were held by Archegos Capital Management and later dumped to the market. Some stocks that are identified are: Viacome CBS (VIACA), Discovery (DISCA), Tencent Music Entertainment (TME), Baidu (BIDU), GSX Tech (GOTU), Vipshop (VIPS), RLX Technology (RLX). Go to Yahoo Finance, download the daily stock return of these seven stocks from March 22 to March 29, 2021, form an equal weighted portfolio. Questions: 09. What is the average return of this portfolio during this period? What is the cumulative return of this portfolio during this period? What is the correlation coefficient of the portfolio daily return and the S&P 500 daily return during this period? Q10. Is there a way that you can avoid these stocks ex-ante? What kind of information do you need to identify these stocks? Due to the secrecy of their trading activities, people still don't have a complete list of stocks that were held by Archegos Capital Management and later dumped to the market. Some stocks that are identified are: Viacome CBS (VIACA), Discovery (DISCA), Tencent Music Entertainment (TME), Baidu (BIDU), GSX Tech (GOTU), Vipshop (VIPS), RLX Technology (RLX). Go to Yahoo Finance, download the daily stock return of these seven stocks from March 22 to March 29, 2021, form an equal weighted portfolio

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

Airline Finance

Authors: Peter S. Morrell

3rd Edition

0815387520, 9780815387527

More Books

Students also viewed these Finance questions

Question

Summarize the impact of stress on physical well-being.

Answered: 1 week ago