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(a) If you are asked to construct your own portfolio by using information about the individual stocks in the excel spreadsheet, are there any stocks

(a) If you are asked to construct your own portfolio by using information about the individual stocks in the excel spreadsheet, are there any stocks which you should not include in your portfolio? Can you provide your justifications? (You may draw performance graphs of one stock against the market portfolio). (9 marks) (b) Construct your own portfolio which consists of a different number of stocks from Portfolio A, B, and C and is the best for its return/risk characteristics. And can you justify why you choose such a portfolio? (6 marks)

Date Unilever PLC (ULVR.L) easyJet plc (EZJ.L) Vodafone Group Plc (VOD.L) BP p.l.c. (BP.L) Rio Tinto plc (RIO.L) Rolls-Royce Holdings plc (RR.L GlaxoSmithKline plc (GSK.L) The Royal Bank of Scotland Group plc (RBS.L) United Utilities Group PLC (UU.L) Legal & General Group Plc (LGEN.L) FTSE All UK 3 MONTHS TREASURY BILLS YIELD (EP)
01/07/2015 2907 1644 241.85 395.45 2486.5 794 1396 342.2 892 260.7 3652.79 0.469
01/08/2015 2623 1683 226.7 360.5 2388 743.5 1340.5 336.8 855 252.7 3434.66 0.46
01/09/2015 2686 1777 208.45 334 2210 677 1266 315 925 238.1 3335.92 0.489
01/10/2015 2893 1750 214.25 386.4 2358.5 687.5 1405 317.6 988.5 261.6 3484.6 0.478
01/11/2015 2834 1653 224.25 385.25 2208.5 606.5 1355.5 302.4 966.5 271.5 3492.13 0.483
01/12/2015 2926.5 1740 221 354 1979.5 575 1373 302 935.5 267.8 3444.26 0.459
01/01/2016 3085 1548 223.9 376.1 1714 555 1439 252.7 956.5 243.5 3335.9 0.468
01/02/2016 3092 1506 219.7 351.45 1904 679 1399.5 223.9 925.5 227 3345.84 0.463
01/03/2016 3152.5 1519 221.2 350.15 1955.5 682 1412 222.7 923 235.2 3395.19 0.468
01/04/2016 3054.5 1473 219.2 373.75 2300.5 669.5 1459 230 939.5 223.1 3421.7 0.453
01/05/2016 3146 1533 230.85 357.25 1942.5 619 1445 246.5 970 239.4 3429.77 0.478
01/06/2016 3579 1086 227.65 438.15 2294 711.5 1604.5 171.6 1035 190.7 3515.45 0.442
01/07/2016 3533.5 1041 229.55 426.85 2461.5 791 1688 192.4 1017 205.7 3653.83 0.293
01/08/2016 3529 1105 229.85 427.9 2301 770 1639 201.5 971.5 210.3 3697.19 0.23
01/09/2016 3654.5 1007 221.75 450 2574.5 720 1643 178.8 1003 218.7 3755.34 0.217
01/10/2016 3418 937 224.8 483.7 2839.5 726.5 1618.5 189.1 940 209.4 3768.14 0.233
01/11/2016 3196 990 193.9 459.45 2990 676.5 1495.5 194.3 883 235.8 3692.4 0.203
01/12/2016 3292.5 1005 199.85 509.6 3158.5 668 1562 224.6 901 247.6 3873.22 0.218
01/01/2017 3227.5 950 194.35 472.85 3491 667.5 1528 221.8 917 234.9 3858.26 0.226
01/02/2017 3819 951 201.9 453.55 3297 787 1648 237.8 978.5 248.3 3953.42 0.213
01/03/2017 3939.5 1026 208.1 457.55 3209.5 754 1659.5 242.1 993.5 247.3 3990 0.217
01/04/2017 3972 1168 199.05 442.5 3062 812 1550 265.4 973.5 246.1 3962.49 0.165
01/05/2017 4331.5 1414 231.5 466.7 3102.5 867.5 1703.5 260 1029 251.8 4116.08 0.182
01/06/2017 4155 1359 217.75 442.8 3242 891 1635.5 247.2 867.5 258.3 4002.18 0.207
01/07/2017 4321.5 1236 222 445.8 3520 888 1514.5 248.6 897.5 268.4 4046.2 0.153
01/08/2017 4519 1196 221.4 445.15 3746.5 914 1533.5 251.9 910 260.2 4072.98 0.207
01/09/2017 4319 1217 208.8 477.3 3473 887 1488.5 268.3 854.5 259.9 4049.89 0.242
01/10/2017 4269.5 1339 215.6 510.2 3548.5 973 1357.5 282.5 833 267 4117.69 0.369
01/11/2017 4164 1406 224.3 489.1 3501.5 857 1279.5 274 820.5 267.2 4033.84 0.399
01/12/2017 4125.5 1464 235 522.7 3942 847 1322.5 278 829.5 273.3 4221.82 0.34
01/01/2018 4000 1660 224.6 501.1 3922 872 1320.4 287.7 738 270.6 4137.66 0.312
01/02/2018 3733.5 1679 203.75 475.15 3926 839.6 1307.2 267.7 666.2 262.6 3981.61 0.361
01/03/2018 3955.5 1604.5 194.22 479.25 3611 871.6 1394 258.8 715.4 257.8 3894.17 0.448
01/04/2018 4077.5 1590 211.6 538 3946 840 1461.4 270.2 743.2 270 4127.68 0.496
01/05/2018 4146.5 1709 191.82 576.3 4240 824.6 1524 275.1 775.8 269.8 4222.2 0.447
01/06/2018 4192 1673 183.82 578.3 4201 988.2 1529.8 256.1 763.2 266 4202.25 0.58
01/07/2018 4355 1619 186 573.3 4196.5 991 1581.6 255.4 719.2 262.7 4253.31 0.699
01/08/2018 4392 1525 164.5 547.3 3659 1010 1560.4 241.3 741.6 257 4106.14 0.744
01/09/2018 4216 1314 164.5 589.3 3880 987.4 1536.8 250 704 262.2 4127.91 0.731
01/10/2018 4146.5 1200 147.82 567.3 3803.5 839 1511.2 236.4 726.6 251.5 3904.23 0.715
01/11/2018 4243.5 1112.5 168.94 520 3559 849.6 1621.6 218.2 760.4 244.9 3823.34 0.701
01/12/2018 4108.5 1105 152.9 495.95 3730 830 1491.2 216.7 736.2 231 3675.06 0.727
01/01/2019 3984.5 1264 138.58 520.1 4187.5 884.4 1477.2 240.9 830.8 259.4 3825.62 0.698
01/02/2019 4008 1227.5 134.28 534.4 4336 955 1497.4 265.7 840.2 280.6 3888.81 0.628
01/03/2019 4395 1117.5 139.8 558.5 4461 903.2 1596.8 247 814.4 275.3 3978.28 0.769
01/04/2019 4657.5 1163.5 142 559 4465 914.6 1573.4 239.6 828.8 278.2 4067.98 0.752
01/05/2019 4837 871.2 129.42 540.1 4536.5 860 1527 213.7 797.4 256.6 3923.87 0.731
01/06/2019 4894.5 953.2 129.32 548.6 4880.5 840.4 1576.6 219.8 782.8 269.5 4056.88 0.74
01/07/2019 4955.5 964 150.08 545.7 4698 862 1702.6 217 788.6 261.8 4134.03 0.76
01/08/2019 5196 963.4 155.24 500.2 4149.5 771.2 1711.6 185.45 814 219.6 3953.02 0.752
01/09/2019 4890 1150 162 515.8 4209 792.4 1744.6 207.6 825.8 248.4 4061.74 0.775
01/10/2019 4622.5 1238 157.4 489.3 4014 709 1768.6 212.7 870.2 263.7 3993.46 0.76
01/11/2019 4578 1338 153.36 480.2 4201.5 711.6 1754 226.2 853.4 280.9 4066.73 0.759
01/12/2019 4350.5 1424.5 146.76 471.6 4503 683.2 1779 240.3 943.4 303 4196.47 0.771
01/01/2020 4533.5 1393 149.3 456.7 4084 670 1784 218.3 1013.5 305.5 4057.47 0.731
01/02/2020 4170 1100.5 134.36 396.15 3608 620 1562.2 178.65 944.2 260 3673.61 0.644
01/03/2020 4075.5 571 113 344.2 3718.5 340.6 1514.6 112.9 902.8 193.85 3107.42 0.274
01/04/2020 4102 603.2 112.14 313.1 3684.5 330 1661 110.55 902.2 204.6 3262.51 0.083
01/05/2020 4332 680 133.02 305.75 4313 271.6 1671.8 110.35 917.6 198.5 3363.67 0.08
can just copy and paste table into excel and work out

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