Economics Homework Help

SSBNYU Weekly Returns for SPY Table

 

Using the Yahoo Finance download the SPY prices for the 7/1/2007-7/1/2009 period on weekly frequency. Using the software of your choice, please do the following tasks (and provide the relevant spreadsheet or code for the computations):

a. compute weekly returns using the column “Adj. Close” (10 points)

b. plot the weekly return (10 points)

c. compute average returns (10 points),

d. compute returns’ standard deviation (10 points),

e. compute Sharpe ratio (assume the risk-free rate of 0%). (10 points)