Daily variance and daily standard deviation

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Reference no: EM131576014

Download S&P 500 prices from Yahoo Finance at the highest possible frequency (i.e. daily) from January 2nd 1990 to April 1st 2013.

Create a column of daily returns and compute the daily (arithmetic) average return, the daily variance, and the daily standard deviation.

Compute the annual mean, variance and standard deviation by scaling by 252 or the square root of 252. Use the "percent" format.

Reference no: EM131576014

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