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4. For five stocks of your choice, download 5 years of weekly data, from Yahoo Finance (or other suitable databases), and use Excel to carry
4. For five stocks of your choice, download 5 years of weekly data, from Yahoo Finance (or other suitable databases), and use Excel to carry out the following operations: a) Calculate the mean and standard deviation of weekly returns; b) Calculate the correlation between weekly returns; c) Using matrix algebra complete the following grid: Weight in Stock 1 Weight in Stock 2 Weight in Stock 4 Weight in Stock 4 Weight in Stock 5 Expected Return of Portfolio Standard Deviation of Portfolio 20% 20% 20% 35% 20% 10% 20% 10% 35% 10% Find the minimum variance portfolio. Note there is no short selling and all weights must sum to 100%
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