1. Calculate the semi-variance of the returns shown in Table 2-15. Week Return 1 0.05% 2 0% 3 0.12% 4 0.01% 5 0.10% 6 0.02% 7 0.11% 8 0% 2. Calculate the geometric mean of the returns in Table 2-15...

1. Calculate the semi-variance of the returns shown in Table 2-15.

2. Calculate the geometric mean of the returns in Table 2-15 using (a) returns and (b) logreturns.

3. Calculate the standard error of the return series in Table 2-15.