Calculate the standard of deviation

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Reference no: EM131060715

Fast Eddie’s Used car will sell you a 1992 Ford Escort for $3,000 with no money down. You agree to make weekly payments for 2 years, beginning one week after you buy the car. The stated rate on the loan is 20%. How much is each payment?

24. Date Close. Dividend

Aug-11. 171.91. 0.75

Sep-11. 174.87. 0

Oct-11. 184.63. 0

Nov.11. 188. 0.75

Dec.11. 183.88. 0

Jan-12. 192.6. 0

Feb-12. 196.73. 0.75

Mar.12. 208.65. 0

Apr-12. 207.08. 0

May-12. 192.9. 0.85

Jun-12. 195.58. 0

Jul-12. 195.98. 0

Aug-12. 194.85. 0.85

Sep-12. 207.45. 0

Oct-12. 194.53. 0

Nov-12. 190.07. 0.85

Dec-12. 191.55. 0

Jan-13. 203.07. 0

Feb-13. 200.83. 0

Mar-13. 213.3. 0

Apr-13. 202.54. 0

May-13. 208.02. 0.95

Jun-13. 191.11. 0

Jul-13. 195.04. 0

Aug-13. 182.64. 0.95

Compute monthly HPR, make sure to include dividend

Calculate arithmetic mean of the monthly HPRS

Calculate geometric mean of the monthly HPRs

Calculate the standard of deviation

Calculate the monthly 5% VaR using the variance-covariance approach

 

Calculate the annualized versions of your answers from 2,3 and 4. ( answers should be annualized versions of only final answers of part 2,3 and 4, not annualized versions of each monthly HPR

Reference no: EM131060715

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