Question: Weekly returns for two assets are provided in the file xlsx. You are required to calculate the average weekly return and standard deviation of Asset

Weekly returns for two assets are provided in the file xlsx. You are required to calculate the average weekly return and standard deviation of Asset 1 over the period 23rd September 2016 till 07-Apr-2017

All data in % weekly returns
Weeks Asset 1 Asset 2
23-Sep-2016 0.538 1.246
30-Sep-2016 0.053 0.188
07-Oct-2016 -0.506 -0.649
14-Oct-2016 -0.170 -1.000
21-Oct-2016 0.332 0.417
28-Oct-2016 -0.502 -0.682
04-Nov-2016 0.234 -1.902
11-Nov-2016 -1.466 3.788
18-Nov-2016 -1.023 0.949
25-Nov-2016 -0.212 1.460
02-Dec-2016 0.069 -1.013
09-Dec-2016 -0.268 3.103
16-Dec-2016 -0.613 -0.043
23-Dec-2016 0.447 0.288
30-Dec-2016 0.652 -1.061
06-Jan-2017 0.185 1.840
13-Jan-2017 0.194 -0.049
20-Jan-2017 -0.350 -0.130
27-Jan-2017 0.037 1.061
03-Feb-2017 -0.030 0.224
10-Feb-2017 0.436 0.871
17-Feb-2017 -0.018 1.572
24-Feb-2017 0.609 0.702
03-Mar-2017 -0.844 0.653
10-Mar-2017 -0.557 -0.402
17-Mar-2017 0.504 0.368
24-Mar-2017 0.594 -1.457
31-Mar-2017 0.065 0.854
07-Apr-2017 0.168 -0.260

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!

Q:

Weekly returns for two assets are provided in the file. xlsx. You are required to calculate the probability of (i) week loss, and (ii) Value at Risk (non-parametric method) for Asset 1 over the...

Q:

Weekly returns for two assets are provided in the file. xlsx. You are required to calculate the probability of (i) week loss, and (ii) Value at Risk (non-parametric method) for Asset 1 over the...

Q:

please help me sos Weekly returns for two assets are provided in the file Quiz 1. xIsX. You are required to calculate the average weekly return and standard deviation of Asset 1 over the period 23rd...

Q:

please help me~ Weekly returns for two assets are provided in the file Quiz 1. xIsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric method) at 90%...

Q:

portfolio theory and management Weekly returns for two assets are provided in the file Quiz 1. xsx. You are required to calculate the probability of (i) Loss, and (ii) Value at Risk (non-parametric...

Q:

Portfolio analysis You have been given the expected rolur Using these assets, you have bolted the three investment Data table - X a. Calculate the average return over the 4-year period for a b....

Q:

PORTFOLIO RISK AND RETURN On a weekend in late October 2015, Albert sat over his breakfast, and imitated of his personal investment portfolio over the past seven years. He remembered that, after the...

Q:

i need to finish this in 2 hourss 1 of 3 PORTFOLIO RISK AND RETURN On a weekend in late October 2015, Albert sat over his breakfast, and imitated of his personal investment portfolio over the past...

Q:

PORTFOLIO RISK AND RETURN On a weekend in late October 2015, Albert sat over his breakfast, and imitated of his personal investment portfolio over the past seven years. He remembered that, after the...

Q:

PORTFOLIO RISK AND RETURN On a weekend in late October 2015, Albert sat over his breakfast, and imitated of his personal investment portfolio over the past seven years. He remembered that, after the...

Q:

Describe the hydration of SO2 as a Lewis acid-base reaction. (Refer to the discussion of the hydration of CO2 on p. 700.)

Q:

Refrigerant-134a at 140 kPa and -10C is compressed by an adiabatic 1.3-kW compressor to an exit state of 700 kPa and 60C. Neglecting the changes in kinetic and potential energies, determine (a) The...

Q:

Based on the company s 2 0 2 2 1 0 - K , how much long - term debt is maturing between 2 0 2 3 and 2 0 2 5 ? Please provide your answer in millions rounded to one decimal place and without comma...

Q:

A company is preparing completing their Cash Budget. The following data has been prepared for cash receipts and payments. January February March Cash receipts $1,061,200 $1,182,400 $1,091,700 Cash...