Q.1 worksheet contains the daily Adj. closing prices for Home Depot (HD), Visa (V), Johnson...
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Q.1 worksheet contains the daily Adj. closing prices for Home Depot (HD), Visa (V), Johnson & Johnson (JNJ), Apple Inc. (AAPL), Verizon (VZ) and S&P 500 (^GSPC) for the period 02/01/2016 to 02/01/2021. Answer the following: (15 points) a. Write a logic function (one big command) to extract daily returns for JNJ for all Tuesday and Wednesdays in the months of December and February, and for all Thursdays and Fridays in the months of March and August, only when the HD returns are positive. b. Calculate and display the correlation matrix between all 5 stocks in the same worksheet.
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