CAS Exam MAS-I Spring 2018, Question 43
Study guide: Exam MAS-II
You are given the following stock prices of company CAS:
| Day | Stock Price |
|---|---|
| 1 | 538 |
| 2 | 548 |
| 3 | 528 |
| 4 | 608 |
| 5 | 598 |
| 6 | 589 |
| 7 | 548 |
| 8 | 514 |
| 9 | 501 |
| 10 | 498 |
- The average stock price in those days is 547
Calculate the sample autocovariance at lag 3.
- A) Less than -500
- B) At least -500, but less than -250
- C) At least -250, but less than 0
- D) At least 0, but less than 250
- E) At least 250
Answer this question and see the worked solution