• Homework 4.2: Suppose for the returns (last 24 months) of stock A are 5, 10, -4, 6, -10, 12, 8, 20, -6, 5, 7, -5, -4, 2, -3, 9, -2, -8, 6, -7, 11, 14, -5, 4 (in percentages; for example, the first number 5 means 5%), calculate the standard deviation of returns, i.e., volatility of returns. • Homework 4.3: Calculate the semi-standard deviation.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Please solve for the semi deviation NOT THE STANDARD DEVIATION!!! Show all work. Thank you
• Homework 4.2: Suppose for the returns (last 24 months) of
stock A are 5, 10, -4, 6, -10, 12, 8, 20, -6, 5, 7, -5, -4, 2, -3,
9, -2, -8, 6, -7, 11, 14, -5, 4 (in percentages; for example,
the first number 5 means 5%), calculate the standard
deviation of returns, i.e., volatility of returns.
• Homework 4.3: Calculate the semi-standard deviation.
Transcribed Image Text:• Homework 4.2: Suppose for the returns (last 24 months) of stock A are 5, 10, -4, 6, -10, 12, 8, 20, -6, 5, 7, -5, -4, 2, -3, 9, -2, -8, 6, -7, 11, 14, -5, 4 (in percentages; for example, the first number 5 means 5%), calculate the standard deviation of returns, i.e., volatility of returns. • Homework 4.3: Calculate the semi-standard deviation.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 6 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman