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This question has two related parts, (a) and (b).
(a) Use the daily yields in the table below to compute a daily standard deviation of yields. Next annualize the daily standard deviation just calculated first using 365 calendar days, then using 250 trading days in a year. Finally, construct a 4 -day moving average equal weight volatility forecast for each day in the period from Day 5 to Day 24, assuming that the expected value of the daily change in yield is zero. Please show your calculations, including formulas used. Please note: for this question 1) if you use Excel please attach your Excel worksheet to your assignment and 2) keep at least 6 decimal places in both your calculations and your final answers.
(b) Plot in the same graph for each day between Day 5 and Day 24 (inclusive) the computed daily standard deviation of yields and volatility forecast obtained in part (a) above. Please briefly comment on the volatility forecasting method in light of the graph.
Drawing Escher style tessellation
A 65 ohm resistor is connected to a power supply , a current of 2.4 amperes is drawn. what is the output voltage?
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Can anyone help with my exam. I have 8 questions to do which is due on 02-14-13
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Projections The good way to understand projections is to see a couple of diagrams. Thus, given two vectors a → and b → we want to find out the projection of b → onto a → . T
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Decision-Making Under Conditions of Uncertainty With decision making under uncertainty, the decision maker is aware of different possible states of nature, but has insufficient
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