Question: Simple and log returns; Implied and historical volatility Download the daily closing prices for SPY and IWM for the period 11/01/2016 through 11/01/2017 from Yahoo
Simple and log returns; Implied and historical volatility Download the daily closing prices for SPY and IWM for the period 11/01/2016 through 11/01/2017 from Yahoo Finance. Use the unadjusted closing prices to calculate the simple and log (natural log) daily returns. What is the number of observations, the mean, the standard deviation, and the sum of the simple and daily returns for each asset? Write your answers as 12.34% to include the number of basis points. 1. Analysis of Daily Returns SPY Simple SPY Log IWM Simple IWM Log Average Sum Std Dev 2. Assume there are 255 trading days in a year. What is the annualized return and volatility of each asset based on the log returns? Show your answer as 12.34% to include the number of basis points. Annualized assuming 255 days per yea SPY Log Return Volatility Simple and log returns; Implied and historical volatility Download the daily closing prices for SPY and IWM for the period 11/01/2016 through 11/01/2017 from Yahoo Finance. Use the unadjusted closing prices to calculate the simple and log (natural log) daily returns. What is the number of observations, the mean, the standard deviation, and the sum of the simple and daily returns for each asset? Write your answers as 12.34% to include the number of basis points. 1. Analysis of Daily Returns SPY Simple SPY Log IWM Simple IWM Log Average Sum Std Dev 2. Assume there are 255 trading days in a year. What is the annualized return and volatility of each asset based on the log returns? Show your answer as 12.34% to include the number of basis points. Annualized assuming 255 days per yea SPY Log Return Volatility
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