Black Water CO(BWO) TATA Steel (TATA) Below are the historical closing prices for the two funds above. Date BWO ТАТА 10/20/2016 113.3374 113.6971 10/21/2016 113.7611 113.6408 10/24/2016 115.1283 114.3635 10/25/2016 114.7624 113.5094 10/26/2016 113.9825 112.383 Estimate the average daily return of each fund using the arithmetic average method.(EXCEL) 10/27/2016 113.4626 111.0971 10/28/2016 112.7501 110.7873 Calculate the standard deviation of each fund (EXCEL) and the correlation between the two funds 10/31/2016 112.6442 111.2285 11/1/2016 111.7969 109.8675 11/2/2016 110.9014 108.4689 11/3/2016 109.8134 107.9433 11/4/2016 109.4282 108.6379 11/7/2016 112.0279 111.2942 11/8/2016 112.7597 111.5852 11/9/2016 113.2797 115.0206 11/10/2016 111.4502 116.8603 11/11/2016 111.4984 119.5448
Black Water CO(BWO) TATA Steel (TATA) Below are the historical closing prices for the two funds above. Date BWO ТАТА 10/20/2016 113.3374 113.6971 10/21/2016 113.7611 113.6408 10/24/2016 115.1283 114.3635 10/25/2016 114.7624 113.5094 10/26/2016 113.9825 112.383 Estimate the average daily return of each fund using the arithmetic average method.(EXCEL) 10/27/2016 113.4626 111.0971 10/28/2016 112.7501 110.7873 Calculate the standard deviation of each fund (EXCEL) and the correlation between the two funds 10/31/2016 112.6442 111.2285 11/1/2016 111.7969 109.8675 11/2/2016 110.9014 108.4689 11/3/2016 109.8134 107.9433 11/4/2016 109.4282 108.6379 11/7/2016 112.0279 111.2942 11/8/2016 112.7597 111.5852 11/9/2016 113.2797 115.0206 11/10/2016 111.4502 116.8603 11/11/2016 111.4984 119.5448
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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