In Yahoo Finance, find weekly price data for six companies, Google (GOOGL), Ford Motors, Goldman Sachs, Starbucks, General Electric, and Macy’s Inc.

In Yahoo Finance, find weekly price data for six companies, Google (GOOGL), Ford Motors, Goldman Sachs, Starbucks, General Electric, and Macy’s Inc. from 01/01/2019 to 12/31/2019. Use these data to calculate the variance-covariance matrix of the weekly returns and correlation coefficient matrix of the weekly returns.

Solutions

Expert Solution

Return in each week = (current week price - previous week price) / previous week price

Variance is calculated using VAR.S function in Excel.

Covariance is calculated using COVARIANCE.S function in Excel.

Correlation is calculated using CORREL function in Excel.

The calculations and solution are below :

jeff jeffy answered 1 year ago

Next > < Previous

Related Solutions

Please download historical monthly price data for General Electric (GE) from Yahoo Finance for the period...

Please download historical monthly price data for General Electric (GE) from Yahoo Finance for the period of 01/December/2007 – 01/December/2018. (a) Please calculate the monthly return. (b) Please calculate the annual stock returns. (c) An analyst expects the return for GE stock to be 10% lower than the historical average while its volatility to be 20% higher. Assume that the probability distribution of the returns of GE stock for 2019 is normal with the expected value and standard deviation as...

Find the requied data : General Electric Clorox AT&T Current Share Price Long-Term Debt...

Find the requied data : General Electric Clorox AT&T Current Share Price Long-Term Debt (in millions) Equity (in millions) Debt-to-Equity Ratio Net Income (in millions) EPS 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 if avaliable Beginning REs (in millions) 2008 Beginning # of Shares (in millions) 2008 Ending REs (in millions) 2017 ROE 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 if avaliable LT...

Subjects