FIN4380 Risk and Return (Only need help for questions 4)

by | Mar 29, 2024 | Programming

Description

  1. Calculate daily returns for the S&P 100 stocks. Use all the stocks listed here: https://en.wikipedia.org/wiki/S%26P_100#ComponentsLinks to an external site.
  2. How well do annualized average returns in 2020 predict those in 2021? Annualize the mean of daily returns by multiplying by 252.
  3. How well do annualized standard deviations of returns in 2020 predict those in 2021? Annualize the standard deviation of daily returns by multiplying by the square root of 252.
  4. What are the mean, median, minimum, and maximum pairwise correlations between two stocks? Discuss and explain any outliers.

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