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Go to Yahoo Finance and download historical data for SPY and IF ETFs, dating from 2004 to 2021. Compute the daily log returns using the adjusted close price column. This should result in two time series (two columns). Based on this, report the annual mean return and volatility for each ETF.
[The first approach to answer this is to scale daily average returns and volatility (standard deviation) to reflect annual values - same as above
2. The other approach is to compute annual rather than daily returns. Given the annual return time series compute the average and volatility.
3. How do both results compare?
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