Simple and log returns implied and historical, Financial Management

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Simple and log returns implied and historical

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Simple and log returns; Implied and historical volatility

Download the daily closing prices for SPY and IWM for the period 11/01/2016 through 11/01/2017 from Yahoo Finance. Use the unadjusted closing prices to calculate the simple and log (natural log) daily returns.

1. What is the number of observations, the mean, the standard deviation, and the sum of the simple and daily returns for each asset? Write your answers as 12.34% to include the number of basis points..

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Financial Management: Simple and log returns implied and historical

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