Answered step by step
Verified Expert Solution
Question
1 Approved Answer
4. Consider a portfolio consisting of an equal number of shares of the companies listed in ChinaStock.mat. The price of the portfolio is the average
4. Consider a portfolio consisting of an equal number of shares of the companies listed in ChinaStock.mat. The price of the portfolio is the average price of the companies. And the accumulative return of the portfolio in period (T1, T2] is written as: Rr = ln(Pportfolio, T/Pportfolio, T) where Pportfolio is the portfolio price. Use Matlab to answer the following questions: (a) Find the accumulative return of the portfolio in the one-year period. (b) Suppose that the portfolio holder has the option to sell the portfolio at the end of each week during the year. Find the maximal accumulative return and the corresponding week to sell the portfolio. 4. Consider a portfolio consisting of an equal number of shares of the companies listed in ChinaStock.mat. The price of the portfolio is the average price of the companies. And the accumulative return of the portfolio in period (T1, T2] is written as: Rr = ln(Pportfolio, T/Pportfolio, T) where Pportfolio is the portfolio price. Use Matlab to answer the following questions: (a) Find the accumulative return of the portfolio in the one-year period. (b) Suppose that the portfolio holder has the option to sell the portfolio at the end of each week during the year. Find the maximal accumulative return and the corresponding week to sell the portfolio
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started