Chat with us, powered by LiveChat What is the monthly volatility of a long-short momentum portfolio that is re-balanced annually using the bottom 10th percentile annual | WriteDen

What is the monthly volatility of a long-short momentum portfolio that is re-balanced annually using the bottom 10th percentile annual

What is the monthly volatility of a long-short momentum portfolio that is re-balanced annually using the bottom 10th percentile annual

 

returns as the “losers” and the top 90th percentile as “winners” using data from the start of 2010 to the end of 2020? Refer to stockdata.csv for return data. Report your answer in percent to 2 digits after the decimal point (do not include the percent sign).

 

The stockdata.csv format can’t be uploaded through hwmarket, I can email yo.u

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