![]() Find the Minimum-Variance risky portfolio (See my excel example with the sheet entitled ‘MVP’).Develop Efficient Frontier for all risky portfolios constructed with 5 assigned stocks (See my excel example with the sheet entitled ‘EF’ and ‘Graph’).Develop Table of Covariance of these five stocks (See my excel example with the sheet entitled ‘Data’).Then compute mean and standard deviation of stock returns for each company (See my excel example with the sheet entitled ‘Data’) Compute monthly stock returns for each stock ( monthly rate of return = (P1 – P0) /P0 P is monthly adjusted close price).The time range for the date should be from to June 30, 2021. Collect monthly stock price data from.Then using the risk-free rate of 0.35%, you are expected to develop the complete portfolio and develop the efficient frontier of these six securities (T-bill and five stocks). Following are the procedure in details: You are expected to apply the same concepts to the five-stock portfolios.Please collect monthly stock price for the five companies that you are assigned from and employ the data time range from to June 30, 2021. Note that I showed you an example of a three-stock portfolio in the attached excel file. You are assigned with five stocks (See the excel file titled “Companies assignment”) and you are expected to build the investment portfolios using those five stocks. ![]()
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