Download the annual returns on the combined NYSE/NASDAQ/AMEX markets as well as the S&P 500 from the
Question:
a. Average return.
b. Standard deviation of return.
c. Skew of return.
d. Kurtosis of return.
e. The 5% value at risk.
f. Based on your answers to parts (b) - (e), compare the risk of the two indexes.
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Comparison The combined market index represents the FamaFrench market factor Mkt It is better divers...View the full answer
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Related Book For
Essentials of Investments
ISBN: 978-0078034695
9th edition
Authors: Zvi Bodie, Alex Kane, Alan Marcus
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