Retrieve the most recent ten years of data of two stocks or any two assets from Bloomberg (SHSZ300:IND Shanghai Shenzhen

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answerhappygod
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Retrieve the most recent ten years of data of two stocks or any two assets from Bloomberg (SHSZ300:IND Shanghai Shenzhen

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Retrieve the most recent ten years of data of two stocks or any
two assets from Bloomberg (SHSZ300:IND Shanghai Shenzhen CSI 300
Index) (HSI:IND Hang Seng Index)
2. Separate the ten years of daily data into two
sub-periods. Period 1 and Period 2
(a) Produce summary statistics of the distribution of returns for
each asset over the two periods and the overall 10-year period (The
summary statistics should include relevant risk metrics including
standard deviation of returns, skewness of returns, Sharpe ratio,
and so on.

(10 points)
(b) Report the 1-day and 5-day 1% VaR, 1% CVaR, 5% VaR, and 5%
CVaR; compare the observed VaR and CVaR with those estimated from a
normal distribution. (10 points)
Hints to save space: put (b) under the tables in (a)
(c) Produce diagrams showing the distribution for each asset over
each period using only daily returns. Point out and show the 1%,
5%, VaR and CVaR (10 points)
Hint: do not plot according chronological order, plot according to
return from -ve to +ve
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