FIN 5620 - EVT - Jack De Jong: Quantitative Problem Set #1: Due: 11579
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I need the answers for this problem solved on excel, I am attaching the files necessary.
Quantitative Problem Set 1 Answer Sheet Evening Fall 2014(1).xls
FIN 5620 - EVT - Jack De Jong: Quantitative Problem Set #1:
Due: Tuesday, October 28, 2014 by 6:00 PM:
Name:
Problem:
Points Questions Your Answers:
Period 0
Period 1
1.1 (4)
PWI
(4)
Divisor
(2)
Change?
(2)
Why?
1.2 (7)
PWI Ret.
1.3 (7)
VWI Ret.
1.4 (7)
EWI Ret.
2A.1 (2)
(4)
(7)
2A.2 (4)
Trade
Margin
MC Price
Return
2B.1 (2)
(4)
(7)
2B.2 (4)
Trade
Margin
MC Price
Return
3A (9)
E(X)
E(Y)
SD(X)
SD(Y)
Sharpe X
Sharpe Y
Port. Ret.
3B (8)
3C (8)
3D (8)
Period 2v
11 years ago
