Table attached shows the historical returns for Companies A, B and C Estimate the average return and standard deviation of each company. Estimate the correlations between Company A and B, A and C, as well as B and C.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question

Table attached shows the historical returns for Companies A, B and C

  1. Estimate the average return and standard deviation of each company.
  2. Estimate the correlations between Company A and B, A and C, as well as B and C.
Year
1
2
3
4
56
5
7
8
9
10
Company A Company B Company C
30%
26%
47%
15%
-54%
-14%
15%
-15%
7%
2%
-28%
-18%
40%
42%
17%
30%
-23%
-32%
-4%
28%
75%
7%
18%
-22%
-14%
10%
26%
-10%
-3%
38%
Transcribed Image Text:Year 1 2 3 4 56 5 7 8 9 10 Company A Company B Company C 30% 26% 47% 15% -54% -14% 15% -15% 7% 2% -28% -18% 40% 42% 17% 30% -23% -32% -4% 28% 75% 7% 18% -22% -14% 10% 26% -10% -3% 38%
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 6 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman