This essay is worthare awarded to each of the parts (a) - (d).Provide between 700 and 800 of your own wordsTake screenshots of equations, charts, and/or tables to enhance your written response.Excessively short or long answers will be penalised.Write at least 600 words but no more than 900.Equal3. (a) Define in words the volatility, the correlation and the market beta of a stock of yourchoice, with respect to a relevant market index;(b) Describe the exponentially weighted moving average (EWMA) model and thehistorical model for estimating the volatility, the correlation and the market beta.(c) Explain what the parameters are describe how each parameter influences the result;(d) Compare and contrast the advantages and limitations of the two models;llustrating your answers to (a) and (b) using equations, where you name each variable inthe mathematical notation.Illustrate your answers to (c) and (d) using screenshots of time series plots from Excel,with any data of your choice, where both the historical and EWMA volatilities aredepicted as two lines on the same time series plot, and similarly for the correlations andthe market beta.

a) The volatility of Apple stock is given by the standard deviation which is 15.38%. This explains…

Answered: Provide between 700 and 800 of your own…

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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