Question
In: Finance
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 2 years agoRelated Solutions
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Net Income (in
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