The following table gives 5 daily closing prices of a stock in Dec 2021.The 2-day simple gross return of holding the stock from Dec 12 to Dec 14 is: () Date Dec 11 Dec 12 Dec 13 Dec 15 188.84 Dec 14...

Extracted text: The following table gives 5 daily closing prices of a stock in Dec 2021.The 2-day simple gross return of holding the stock from Dec 12 to Dec 14 is: () Date Dec 11 Dec 12 Dec 13 Dec 15 188.84 Dec 14 Price(S) 191.23 192.28 190.70 190.80 A) -0.0077 B 1.0078 0.0078 0.9923 | 7. Consider the following MA(1) model: X,=1+u,+0.5u,, where (u, is a white noise with mean 0 and variance 0.4. The mean E(X,) is 输入答案 and the variance Var (X,) is 输入答案 | 8.:.. MA model is always weakly stationary. () (x)