4 Date S&P 500 (GSPC) 6 7 25/Mar/24 5.218.19 170.85 60.57 119.36 8 1/Apr/24 5.243.77 170.03 60.00 9 8/Apr/24 5.202.39 168.45 59.78 18/Mar/24 5,149.42 Stock prices Apple Walmart Disney Exxon 173.72 60.86 113.85 112.30 114.65 121.53 116.99 117.35 Date 18/Mar/24 25/Mar/24 S&P 500 Apple Stock and portfolio returns Walmart Disney Exxon F (GSPC) 1/Apr/24 120.55 8/Apr/24 10 15/Apr/24 5.061.82 165.00 59.93 112.95 119.68 15/Apr/24 1.34% -1.65% -0.48% 4.84% 2.09% 0.49% -0.48% -0.94% 1.82% 2.04% -0.79% -0.93% -0.37% -3.44% 3.04% -2.70% -2.05% 0.25% -3.75% -0.72% 11 12 Average return, E(r.) -0.42% -1.28% -0.38% -0.13% 13 Variance of return, Var(r)=0 0.0003 0.0000 0.0000 1.61% 0. 0.0018 0.0003 0 14 Stock Portfolio Standard deviation of return, 1.76% 0.71% 15 Date Apple Walmart Disney Exxon One month T-bill rate 0.04% 0.49% 0.04% 0.04% 4.19% 1.62% 1.4 0.04% 0.04% Q 16 25/Mar/24 20% 20% 35% 25% Sharpe Ratio -0.26 -1.87 -0.86 -0.04 0.97 17 1/Apr/24 15% 15% 35% 35% 18 8/Apr/24 15% 15% 30% 40% 19 15/Apr/24 15% 15% 25% 35% 20 21 22 23