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Pasco Hernando State College Return Volatility Calculation Exercise

 

Return Volatility Calculation

Download daily historical prices of Facebook (FB) for the most recent calendar year (using 1Y as time period on Yahoo finance). Calculate FB’s daily holding period returns during our sample period. Estimate FB’s annualized volatility using

the latest 90-day prices,

the latest 180-day prices,

  1. all prices in our sample period.
  2. You can use any methodology introduced in the video lectures.