The S&P 500 stock price closed at $98, $103, $107, $102, $111 over five successive weeks....
The S&P 500 stock price closed at $98, $103, $107, $102, $111 over five successive weeks. What is the weekly standard deviation of the stock price? What is the weekly standard deviation of the returns assuming no dividend were paid?
Homework Answers
1.
=sqrt((98-(98+103+107+102+111)/5)^2+(103-(98+103+107+102+111)/5)^2+(107-(98+103+107+102+111)/5)^2+(102-(98+103+107+102+111)/5)^2+(111-(98+103+107+102+111)/5)^2)/sqrt(5-1)=4.969909456
2.
=sqrt((111/102-1-(111/102-1+102/107-1+107/103-1+103/98-1))^2+(102/107-1-(111/102-1+102/107-1+107/103-1+103/98-1))^2+(107/103-1-(111/102-1+102/107-1+107/103-1+103/98-1))^2+(103/98-1-(111/102-1+102/107-1+107/103-1+103/98-1))^2)/sqrt(4-1)=12.727%
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