need use r studio
need r code
need use r studio
need r code
9. Let Rt denote the simple monthly return and assume that Rt~ N(μ, o2). Consider the 2-period simple return R₂ (2) = (1 + Rt)(1 + Rt−1) – 1. 0, show that E[RtRt-1] = µ². Hint: Use COV(Rt, Rt