Question: The data below are the S&P 500 index weekly prices for the Financial Crisis Period (September 2007 - June 2009) and Pre Financial Crisis Period

The data below are the S&P 500 index weekly prices for the Financial Crisis Period (September 2007 - June 2009) and Pre Financial Crisis Period (January 2006 - August 2007). You are required to: 1) Calculate weekly HPRs using Adj Close price for each period. 2) Calculate the mean and standard deviation of HPRs for each period.

FinanA8:H95cial Crisis Period: September 2007 - June 2009
Date Open High Low Close* Adj Close** Volume
6/29/2009 919.86 927.99 916.18 927.23 927.23 4211760000
6/22/2009 918.13 922 888.86 918.9 918.9 25599580000
6/15/2009 942.45 942.45 903.78 921.23 921.23 25570130000
6/8/2009 938.12 956.23 926.44 946.21 946.21 24331760000
6/1/2009 923.26 951.69 923.26 940.09 940.09 28312350000
5/25/2009 887 920.02 881.46 919.14 919.14 23155250000
5/18/2009 886.07 924.6 879.61 887 887 31698640000
5/11/2009 922.99 922.99 878.94 882.88 882.88 31688760000
5/4/2009 879.21 930.17 879.21 929.23 929.23 39760120000

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!