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Select 4 stocks and do the following: 1) go to yahoo finance.com and download monthly...

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Finance

Select 4 stocks and do the following:

1) go to yahoo finance.com and download monthly prices of your 4 stocks and the S&P 500 or any other market index if your stocks are listed in a foreign country. The period of study is the last 10 years

2) Find the TBill rates of the country where each stock is listed

3) Calculate the monthly returns for each individual security or market index

4) divide the period into 4 periods of 30 months each and Calculate the excess returns during each sub-period as well as the total 120 month period.

5) Calculate the average excess return, standard deviation, Skewness and kurtosis using the excel functions

6) Plot the histogram of the returns

7) Calculate the 5% Value at risk assuming

a) distribution is normal

b) distribution is not normal

8) Find VaR (value at risk) for the probability to lose is P(r

9) comment on your findings

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