Question: Given the bond index time series in your data, please estimate the autocorrelation coefficient (T2) at Lag k=2 for the return time series. Note: First

Given the bond index time series in your data,

Given the bond index time series in your data, please estimate the autocorrelation coefficient (T2) at Lag k=2 for the return time series. Note: First calculate the return as In(Pt/Pt-1), then estimate the ACF. a) -0,0683 b) 0,1936 c) -0,0893 d) -0,0163

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