Posted: January 13th, 2021
Statistics For Monthly RIO Prices Assignment | Homework For You
1. Compute descriptive statistics for monthly RIO prices, S&P500 index and ASX 200 index, respectively.
2. Calculate monthly discrete returns (hint: holding period returns) for the S&P 500 index, ASX 200 index, and RIO stocks prices, respectively. Construct the frequency distributions (including relative frequency and cumulative frequency) for RIO returns, S&P 500 index returns and ASX 200 index returns, respectively. Use 10 intervals.
3. Assuming Normality, what is the probability of the S&P 500 index returns above 5%? What is the probability of the ASX 200 index returns being between -2% and 2%?
4. What is the covariance of S&P 500 index returns and ASX 200 index returns? Is the correlation coefficient of RIO returns and ASX 200 index returns significant at 1% level? Provide evidence(s).
5. In order to predict monthly RIO returns, your supervisor advised three linear regression models: Accounting homework help