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 |
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