$2)$ Efficient Frontier $(29$ points$)$:

Similar to what we performed in class, please use the data in the FIN $443$ S$24,$ Homework $2$ MVO DATA

to answer the following. Please attach your excel worksheet.

a$)$ Calculate the Annualized Return and Annualized Volatility for each of these names $(6$ points$)$:

b$)$ Assuming the risk free rate of $5\mathrm{.}0\%,$ what is the Sharpe Ratio of SRPT US Equity $(2$ point$)?$

c$)$ Create a covariance matrix, the complete symmetrical one $($remember alt, e$,$ s$,$ e$?)$ using excel data

analysis tools and paste here $($do you remember what you need to add in excel?$)(2$ point$)$:

d$)$ Now comes the fun part. Determine the GMV using the Solver function. I would like to know the

following:

i$)$ In the solver, what is going to be our objective when trying to determine the most efficient portfolio

$($what is that target cell, and what are we doing with it$)(1$ point$)?$

ii$)$ Why do we have a constraint that has all the assets equaling one $(1$ point$)?$