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You collected 6 years of i.i.d. monthly log-returns. You estimate and find 0.0982. a) 8 points You are not willing to assume that the data
You collected 6 years of i.i.d. monthly log-returns. You estimate and find 0.0982. a) 8 points You are not willing to assume that the data is normally distributed, but you are willing to assume that your sample is large. What approximate distribution of can you use? Give a 95% confidence interval for . Show your initial formula and all steps for computations.
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