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Question 6 20 pts If market are weak-form efficient, the daily serial auto- correlation of...

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Question 6 20 pts If market are weak-form efficient, the daily serial auto- correlation of returns should be: Auto-correlation refers to the correlation between a variable and itself. More precisely, the daily serial auto-correlation of returns measures the correlation between the returns on a specific day, with the returns on the following day. Example: if daily serial auto-correlation of returns is positive, it means that if the return on a stock is positive on one days, on average, it will be positive the next day. (Making it possible to forecast daily returns and be right more than 50% of the time.) Zero Positive Negative Inversed Convex Concave

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