Question: Question 3- Answer all parts to this question which is worth 30 Marks The following table gives the closing price of the S&P500 index over
Question 3- Answer all parts to this question which is worth 30 Marks The following table gives the closing price of the S&P500 index over a period of 9 months. Period Date S&P500 1 2 3 4 5 6 7 8 9 04/05/2011 01/06/2011 01/07/2011 01/08/2011 01/09/2011 03/10/2011 01/11/2011 01/12/2011 03/01/2012 5990 5946 5815 5395 5129 5544 5505 5572 5700 (1) Estimate the percentage return per period. (5 marks) Then use this data to: (ii) Work out the: mean, variance, standard deviation, coefficient of variation and kurtosis of the above series. (20 marks) (ili) What is Skewness? Discuss about the three distribution shapes based on skewness
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