Investments Assignment 3 Answers

Date Price Returns
1/31/2007 16.91
2/1/2007 18.81 0.10648348
2/2/2007 18.96 0.00794285 rf per period 0.0001
2/5/2007 18.09 -0.0469722 Daily Mean Return -0.0008374
2/6/2007 18.62 0.02887697 Annualized Mean Return -0.2093496
2/7/2007 18.7 0.00428725 Daily Standard Deviation 0.04221557 Window
There a
2/8/2007 18.49 -0.0112935 Annualized SD 0.66748681 approxi
2/9/2007 17.9 -0.0324293 trading
year, he
2/12/2007 17.29 -0.0346724
multiply
2/13/2007 17.37 0.00461628
2/14/2007 17.57 0.01144832
2/15/2007 18.27 0.03906747
2/16/2007 18.47 0.01088742
2/20/2007 18.05 -0.0230021
2/21/2007 17.73 -0.0178876
2/22/2007 17.77 0.00225352
2/23/2007 17.85 0.00449187
2/26/2007 17.81 -0.0022434
2/27/2007 17.18 -0.0360142
2/28/2007 16.82 -0.0211773
3/1/2007 17.19 0.02175916
3/2/2007 16.79 -0.0235443
3/5/2007 16.04 -0.0456979
3/6/2007 15.71 -0.0207882
3/7/2007 15.51 -0.0128125
3/8/2007 15.78 0.01725834
3/9/2007 15.91 0.00820453
3/12/2007 15.6 -0.0196769
3/13/2007 14.56 -0.0689929
3/14/2007 14.92 0.02442455
3/15/2007 15.09 0.01132968
3/16/2007 14.89 -0.0133424
3/19/2007 15.19 0.01994747
3/20/2007 15.09 -0.006605
3/21/2007 15.28 0.01251251
3/22/2007 15.19 -0.0059075
3/23/2007 15.2 0.00065811
3/26/2007 14.97 -0.0152472
3/27/2007 14.51 -0.0312101
3/28/2007 14.02 -0.0343532
3/29/2007 14.26 0.01697353
3/30/2007 13.56 -0.0503341
4/2/2007 13.69 0.00954136
4/3/2007 14.8 0.07796154
4/4/2007 14.61 -0.012921
4/5/2007 14.72 0.00750089