The following daily prices were collected for each of three stocks over a 12-day period. Based on
Question:
The following daily prices were collected for each of three stocks over a 12-day period.
Based on the data given above, calculate the following:
a. Returns for each day on each of the three stocks. There should be a total of 10 returns for each stock beginning with the date 1/10.
b. Average daily returns for each of the three stocks.
c. Daily return standard deviations for each of the three stocks.
Transcribed Image Text:
Company X Date Price Company Y Date Price 1/09 50.125 1/09 20.000 1/09 1/10 50.125 1/10 20.000 1/10 1/11 50.250 1/11 20.125 1/11 1/12 50.250 1/12 20.250 1/12 1/13 50.375 1/13 20.375 1/13 1/14 50.250 1/14 20.375 1/15 52.250 1/15 21.375 1/16 52.375 1/16 21.250 1/17 52.250 1/17 21.375 1/18 52.375 1/18 1/19 52.500 1/19 21.375 1/20 52.375 1/20 21.500 Company Z Date Price 1/14 1/15 1/16 1/17 21.500 1/18 1/19 1/20 60.375 60.500 60.250 60.125 60.000 60.125 62.625 60.750 60.750 60.875 60.875 60.875
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