7. (10pt) Go to http://finance.yahoo.com, chose Chart and type IBM in the box. Click Historical Quotes below the chart. Input dates: Start January 25, 2014, End September 7, 2017. Click download spreadsheet format in the bottom of the page. Data is in the Excel format Date, Open, High, Low, Close, Volume, Adjusted Close. Make and submit the printouts of 2 plots: cumulative distribution functions of returns and approximate probability density function of returns using 0.2% horizontal intervals. Calculate mean, variance, standard deviation, mean absolute deviation, kurtosis and skewness of daily returns in Excel. Use only adjusted close prices. 8. a) (5pt) Calculate and plot 100day, 50 day, 30day and 15 day Moving Average of SPY Close from January 2, 2008 to September 7,2017 in a spreadsheet similar to HW1SPYMovingAve.xls. Add data from Yahoo or Bloomberg as needed. Submit printout of plots and last 20 days of data b) (5pt) Calculate and plot 15 day, 30 day, 50 day and 100 day volatility of SPY Adjusted Close from January 2, 2008 to September 7,2017 in a spreadsheet similar to the HW1SPYvol.xls. Submit printout. 9. (5pt) Let X be a continuous random variable taking values between 0 and 5 with probability density function p(x) 0.2. Find E(X), Var(X) and Stdev(X). Plot its Cumulative Distribution Function. 10. (5pt) Suppose that X and Y are two normally distributed random variables. X has mean 4 and standard deviation 3 Y has mean 3 and standard deviation 2. Their correlation is 0.55. What is the mean and standard deviation ofXY? What is the distribution of X + Y? What if X and Y are jointly normally distributed? What if they are not jointly normally distributed? Explain your answer.
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