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1) Download a long set of daily S&P500 price data. Plot the data. What do you see?
2) Calculate daily net returns and plot them. What do you see? Hint : Net return is given by r(t) = p(t) - p(t-1) p(t-1)
3) Calculate the mean, standard deviation, skewness and kurtosis of returns.
4) Calculate the autocorrelation of the returns. What do you get and what does it tell you?
5) Calculate the autocorrelation of the absolute returns. What do you get and what does it tell you? Hint: Absolute return is given by | r(t) | = absolute value of net return
6) Calculate the 20-day returns. Calculate the mean, standard deviation, skewness and kurtosis of 20-day returns. What do you find? How does this compare to the results for the daily returns? Hint : 20-day returns are given by p(t) - p(t-20) p(t-20)
Assuming you have equal confidence in the inputs used for the three approaches, what is your estimate of Carpetto's cost of common equity? Round your answer to two decimal places.
The spot rate on the September payment date turns out to be $1.70/BP. The importer can either exercise the call options or sell them back at their market value. Assume that he can sell them back at $0.0205 per BP if he chooses to. What is the actu..
An investor wishes to buy euros spot ( at $ 1.3480) and sell euros forward for 180 days (at $1.3526). a- what is the swap rate on euros? b- what is the forward premium or discount on the 180-day euros?
Determine the dollar amount of your profit or loss from buying a call option contract specifying C$100,000. Determine the dollar amount of your profit or loss from buying a futures contract specifying C$100,000.
Can goals like avoiding unethical or illegal behavior be in conflict with the goal of the firm? How does this complicate the agency problem? Fully explain your reasoning in at least 200 words.
Identify the recent merger or acquisition you've heard about in the news or better yet, which you have been involved with.
The firm manufactures a global positioning system (GPS) that sells for $2,000, with cost of goods sold (hardware 30% and software 70%) of 55% of sales. Compared to the United States, China offers a 7% cost reduction in electronics manufacturing hardw..
Ways to analyze checking and savings accounts as well as investing choices.
Determination of current stock price also capital gains and The constant growth model cannot be used because the growth rate is negative
If expected inflation declines by 2%, what should happen to nominal interest rates according to the Fisher effect?
Mooncorp Insurance has quoted you an annual premium to insure your car of $2400.
Please help me out in creating an outline about Wal-Mart company with citations and references. Following points are important:
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