1) Each student has been assigned seven stocks given in the below table. 2) Students are required to collect daily prices of each of these stocks since 1st April 2020. Students can use any of the following sources for this. The Source of the data used must be mentioned in the answer.

3) Compute Average Returns, Standard Deviations & Covariances for each stock as well as pair of the stocks. 4) Answer the following questions: a) Draw the efficient frontier of these securities in cases (i) Short-Selling permitted and (ii) Short-Selling not permitted. b) What are the optimal portfolios for an investor with high-risk aversion (e.g. A=4) and with low-risk aversion (e.g. A=2)? c) What are the optimal portfolios for these investors when the risk-free rate of return is 3% p.a.? d) Show that utility derived by these investors is higher when risk-free asset class exists. e) Will it make any difference to the optima above if borrowing can be made at 5% p.a.? f) For which range of degrees of risk aversions, the investors will neither be affected by the lending rates nor borrowing rates? g) Mention the security weights, portfolio return & risk and slope of the CAL in your answer. 6) Use only Excel for submission of your assignment answers: a) Sheet 1 shall have answers to all the questions mentioned above b) Sheet 2 shall have all price datasets along with the SOURCE used for data extraction c) Sheet 3 onward will have all working need for the work

Roll No.	Name of Student	US Stocks	UK Stocks	Indian Stocks	Indian Stocks	Indian Stocks	Indian Stocks	Indian Stocks
N053	SANDEEP YADAV	CSX Corp	Carnival PLC	Piramal Enterprises Ltd.	Container Corpn. Of India Ltd.	Hindustan Zinc Ltd.	Sun T V Network Ltd.	Procter & Gamble Hygiene & Health Care Ltd.