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Posted on Jul 14, 2024

4. The Two stocks have the following data: (30 points) Turkcell THY points) Turkcell THY 01.01.2019 10,003415 -0,00393 8.01.2019 10,015978|0,003749 15.01.2019 0,006727|0,009334 22.01.2019 0,010747|0,007957| 29.01.2019

4. The Two stocks have the following data: (30 points) Turkcell THY points) Turkcell THY 01.01.2019 10,003415 -0,00393 8.01.2019 10,015978|0,003749 15.01.2019 0,006727|0,009334 22.01.2019 0,010747|0,007957| 29.01.2019 0,001179|0,015836 5.02.2019 0,003573|-0,00479 12.02.2019|0,00309 0,006276 19.02.2019 0,009675 -0,00292 |26.02.2019 0,009009 0,002409 5.03.2019 -0,00549 -0,00427 12.03.2019 0,005096 0,013171 19.03.2019 -0,00497 -0,01739 207 ncc 10 19.03.20191-0.00497 -0.01739 26.03.2011-0.00297 -0.003 12.04.2019 10 -0.001991 19.04.2019 -0.0009 10.002471| | 16.04.20190.0063140,009276 |23.04.20190.00453210.018555| 130.04.2019 -0.02 10.003237 17.05.2019 10,0007240.016377 | 14.05.2019 -0.007830,008055 21.05.20190.01616 10.02365 |28.05.20190.006993-0,00039 14.06.2019 -0.004670,00464 11.06.2019 -0.01628 -0.00465 118.06.20190.0168740,018903 | 25.06.2019 -0.00074 0.010071 12.07.2019 10,0007220,011219 19.07.2019 10.0066440,014582 | 16.07.20190.0084430,00032 |23.07.20190,017849 -0.0058 130.07.2011-0.00949 10.006783 16.08.2019 10,0031190.004113 113.08.2019-0.002010,008072 13.08.2019 -0,00201 0,008072 20.08.2019 0,008693|0,012125 |27.08.2019 0,003313|0,002988 3.09.2019 -0,0058 10,003862 10.09.2019 -0,01524 -0,00237 17.09.2019 0,005347 -0,01286 24.09.2019|0,013875 -0,01958 1.10.2019 0,001097|0,012159 8.10.2019 0,015813|0,000298] 15.10.2019|0,011102|0,020967 22.10.2019|0,00526 10,005875 mean 0,002907|0,004497 variance std 0,008825|0,009554 corr 0,172005 mean 0,002907|0,004497 variance std 10,0088250,009554 0,172005 corr Assume that the risk free rate is 0,003 and Expected return (used for CML) is defined as 0.003 , 0.009, 0.015 and 0.02. Using wl and w2 weights for the two assets draw the Capital Market Line and Efficient Frontier employing exel. Note: The two plots can be drawn separately. 4. The Two stocks have the following data: (30 points) Turkcell THY points) Turkcell THY 01.01.2019 10,003415 -0,00393 8.01.2019 10,015978|0,003749 15.01.2019 0,006727|0,009334 22.01.2019 0,010747|0,007957| 29.01.2019 0,001179|0,015836 5.02.2019 0,003573|-0,00479 12.02.2019|0,00309 0,006276 19.02.2019 0,009675 -0,00292 |26.02.2019 0,009009 0,002409 5.03.2019 -0,00549 -0,00427 12.03.2019 0,005096 0,013171 19.03.2019 -0,00497 -0,01739 207 ncc 10 19.03.20191-0.00497 -0.01739 26.03.2011-0.00297 -0.003 12.04.2019 10 -0.001991 19.04.2019 -0.0009 10.002471| | 16.04.20190.0063140,009276 |23.04.20190.00453210.018555| 130.04.2019 -0.02 10.003237 17.05.2019 10,0007240.016377 | 14.05.2019 -0.007830,008055 21.05.20190.01616 10.02365 |28.05.20190.006993-0,00039 14.06.2019 -0.004670,00464 11.06.2019 -0.01628 -0.00465 118.06.20190.0168740,018903 | 25.06.2019 -0.00074 0.010071 12.07.2019 10,0007220,011219 19.07.2019 10.0066440,014582 | 16.07.20190.0084430,00032 |23.07.20190,017849 -0.0058 130.07.2011-0.00949 10.006783 16.08.2019 10,0031190.004113 113.08.2019-0.002010,008072 13.08.2019 -0,00201 0,008072 20.08.2019 0,008693|0,012125 |27.08.2019 0,003313|0,002988 3.09.2019 -0,0058 10,003862 10.09.2019 -0,01524 -0,00237 17.09.2019 0,005347 -0,01286 24.09.2019|0,013875 -0,01958 1.10.2019 0,001097|0,012159 8.10.2019 0,015813|0,000298] 15.10.2019|0,011102|0,020967 22.10.2019|0,00526 10,005875 mean 0,002907|0,004497 variance std 0,008825|0,009554 corr 0,172005 mean 0,002907|0,004497 variance std 10,0088250,009554 0,172005 corr Assume that the risk free rate is 0,003 and Expected return (used for CML) is defined as 0.003 , 0.009, 0.015 and 0.02. Using wl and w2 weights for the two assets draw the Capital Market Line and Efficient Frontier employing exel. Note: The two plots can be drawn separately