Question: Problem 1.15 Refer to the weekly 2002 price and return data for PTTRX listed in Tables 1.18 and 1.20. Use a statistical software package to:
Problem 1.15 Refer to the weekly 2002 price and return data for PTTRX listed in Tables 1.18 and 1.20. Use a statistical software package to:
(a) Draw the time series plot of the weekly returns of PTTRX mutual fund. Is there any pattern in this time series that an investor can take advantage of ?
(b) Draw the frequency histogram of the weekly returns and comment on its shape. Is it symmetric? skewed left? skewed right?
(c) Comment on the similarities and differences between the graph obtained in part
(b) and the graph displayed in Figure 1.11.
(d) Draw the time series plot of the weekly 2002 closing prices of PTTRX mutual fund and compare it to its performance in 1999 (Figure 1.2).
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