Question: Date Liquidating Value Daily Log Return 9/16/18 9/18/18 9/19/18 9/20/18 1000 950 800 890 980 You have the following dates with corresponding liquidating values of
Date Liquidating Value Daily Log Return 9/16/18 9/18/18 9/19/18 9/20/18 1000 950 800 890 980 You have the following dates with corresponding liquidating values of your portolio on that day. Please compute the tollowing (whle showing your excel formulal 1. The daily log retunm 2. The average daily log return 3. The volatility (standard deviation) of the daily log netums 4 The daily log return converted to annual 5. The daily volatlity converted to annual The risk free rate (use 3%) 7. The Sharpe Ratieo Please show your excel formulas, thank you
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