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Referencing Styles : Harvard | Pages : 49
1) Answer this question using the data on daily closing prices provided in the  spreadsheet Assignment Data.xlsx for Securities A, B, and C, for the time period  from July 2, 2012 to June 30, 2014.1 (20 marks in total as indicated in each part)  a) For each security in the data, calculate: (i) the expected daily return (1 mark); (ii)  the annualized volatility (1 mark); and (iii) the correlations between stocks  (1 mark). Based on your results: (iv) comment on whic ...


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