Question
This is what the PDF file Contains Below: (Introduction to Financial Risk Management (with R) Returns on British Pounds Overview The goal of this quiz
This is what the PDF file Contains Below:
(Introduction to Financial Risk Management (with R) Returns on British Pounds
Overview The goal of this quiz is to test your understanding of R to retrieve data from FRED and calculate their log returns and discrete returns for the exchange rate between the US Dollar and British Pound. You should be able to do all the calculations after completing Exercises 1-4.
Exchange Rate Data from FRED Retrieve the data on the exchange rate between the British Pound and the US Dollar from FRED: DEXUSUK Remove the NA observations of this series. Restrict the dates of this series from 1979-12-31 to 2017-12-31.
Special note: This series gives the number of US Dollar per British Pound, which is the convention for quoting this exchange rate in the foreign exchange market. Calculate the daily log returns and discrete returns of the price of British Pound in terms of US Dollars. Then calculate weekly, monthly, quarterly, and year log returns and discrete returns.)
ALL THE ABOVE IS THE PDF WHICH I COPIED AND PASTED Below are the questions to be answered: W1 Q2
Question 1 Follow the instructions in the attached PDF and use the results to complete the quiz. What is the date of the first observation of the daily log returns that is not NA? Enter the answer using the format YYYY-MM-DD. __________.
Question 2 What is the value of the first observation of the daily log returnsthat is not NA? Enter the answer using six decimal places, i.e., n.nnnnnn (where n is an integer). If this is a negative number, please add a minus (-) sign in front. If this is a positive number, there is no need to add a plus sign in front. __________.
Question 3 What is the date of the first observation of the monthly discrete returns ? Enter the answer using the format YYYY-MM-DD. __________.
Question 4 What is the value of the first observation of the monthly discrete returns ? Enter the answer using six decimal places, i.e., n.nnnnnn (where n is an integer). If this is a negative number, please add a minus (-) sign in front. If this is a positive number, there is no need to add a plus sign in front. __________.
Question 5 What is the date of the last observation of the quarterly log returns ? Enter the answer using the format YYYY-MM-DD. __________.
Question 6 What is the value of the last observation of the quarterly log returns? Enter the answer using six decimal places, i.e., n.nnnnnn (where n is an integer). If this is a negative number, please add a minus (-) sign in front. If this is a positive number, there is no need to add a plus sign in front. __________.
Question 7 What is the date of the last observation of the yearly discrete returns ? Enter the answer using the format YYYY-MM-DD. __________.
Question 8 What is the value of the last observation of the yearly discrete returns? Enter the answer using six decimal places, i.e., n.nnnnnn (where n is an integer). If this is a negative number, please add a minus (-) sign in front. If this is a positive number, there is no need to add a plus sign in front. __________.
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