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The researched sector is the Utilities Select Sector SPDR Fund (XLU), so you can find date for the Utilities Select Sector SPDR Fund (XLU) on
The researched sector is the Utilities Select Sector SPDR Fund (XLU), so you can find date for the Utilities Select Sector SPDR Fund (XLU) on the internet
This homework assignment is designed to use a set of data to find the sample variance and sample covariance. The sample variance S2 is defined by S2=n11i=1n(XiX)2, where X=n1i=1nXi. The sample covariance is defined by Sxy=n11i=1n(XiX)(YiY). The sample correlation is defined by R=SxSySxy=i=1n(XiX)2i=1n(YiY)2i=1n(XiX)(YiY). 1. Let Ri(k) and Ri(w) be the ith-month rate of return for sector k and for the SP500 from July 1, 2021 to June 30, 2022. (a) Find the sample variance for Ri(w) ( SP500) and the sample covariance for your section Ri(k) with Ri(w). (use only the set of data from your sector). (b) Find the sample correlation R. This homework assignment is designed to use a set of data to find the sample variance and sample covariance. The sample variance S2 is defined by S2=n11i=1n(XiX)2, where X=n1i=1nXi. The sample covariance is defined by Sxy=n11i=1n(XiX)(YiY). The sample correlation is defined by R=SxSySxy=i=1n(XiX)2i=1n(YiY)2i=1n(XiX)(YiY). 1. Let Ri(k) and Ri(w) be the ith-month rate of return for sector k and for the SP500 from July 1, 2021 to June 30, 2022. (a) Find the sample variance for Ri(w) ( SP500) and the sample covariance for your section Ri(k) with Ri(w). (use only the set of data from your sector). (b) Find the sample correlation RStep by Step Solution
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