The index value at month t is defined as P(t) Monthly return in month t is given by (P(t) P(t1)) P(t 1) Compute for each month then the average over a 1 year period State the price series you have used along with how you computed the returns, as there are closing and opening prices Date Open High Low Close Volume 1 10 16 5525 2002 5578 8999 5347 29981 5402 3999 15198480400 1 11 16 5402 3999 5583 5 5138 8999 5502 3999 18827057200 1 12 16 5502 3999 5746 7002 5443 5 5719 1001 15862784600 1 1 17 5720 7002 5876 79981 5661 2002 5675 13557800800 1 2 17 5675 5880 8999 5635 1001 5761 17390206600 1 3 17 5761 5937 2002 5724 1001 5903 79981 20191684500 1 4 17 5903 79981 5983 2002 5826 7002 5947 6001 13914426600 1 5 17 5947 6001 5976 3999 5720 5 5761 29981 19761002700 1 6 17 5761 29981 5863 79981 5670 7002 5764 19162785000 1 7 17 5764 5846 2002 5705 6001 5773 8999 16497542700 1 8 17 5773 8999 5852 7002 5711 7002 5776 29981 19994391200 1 9 17 5776 29981 5835 7002 5702 2002 5744 8999 15795779200 1 10 17 5744 8999 6003 2002 5717 7002 5976 3999 16222442900

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Question: The index value at month t is defined as P(t). Monthly return in month t is given by: (P(t)-P(t1))/P(t-1). Compute for each month then the

The index value at month t is defined as P(t). Monthly return in month t is given by: (P(t)-P(t1))/P(t-1).

Compute for each month then the average over a 1 year period. State the price series you have used along with how you computed the returns, as there are closing and opening prices.

Date	Open	High	Low	Close	Volume
1/10/16	5525.2002	5578.8999	5347.29981	5402.3999	15198480400
1/11/16	5402.3999	5583.5	5138.8999	5502.3999	18827057200
1/12/16	5502.3999	5746.7002	5443.5	5719.1001	15862784600
1/1/17	5720.7002	5876.79981	5661.2002	5675	13557800800
1/2/17	5675	5880.8999	5635.1001	5761	17390206600
1/3/17	5761	5937.2002	5724.1001	5903.79981	20191684500
1/4/17	5903.79981	5983.2002	5826.7002	5947.6001	13914426600
1/5/17	5947.6001	5976.3999	5720.5	5761.29981	19761002700
1/6/17	5761.29981	5863.79981	5670.7002	5764	19162785000
1/7/17	5764	5846.2002	5705.6001	5773.8999	16497542700
1/8/17	5773.8999	5852.7002	5711.7002	5776.29981	19994391200
1/9/17	5776.29981	5835.7002	5702.2002	5744.8999	15795779200
1/10/17	5744.8999	6003.2002	5717.7002	5976.3999	16222442900

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