Any help with excel tables and showing the formulas would be greatly appreciated!
a) conduct an assessment of the portfolio's current position (aka discuss the results of your calculations) - using Adj_Close price for the stocks in the portfolio for the past 2 years, derive stock returns and estimate Expected return and Standard deviation for these stocks; also calculate the correlation of the stock returns and their betas; estimate portfolio returns (based on the weights of the assets in the portfolio), its expected return, standard deviation, and beta. All these results must be presented in the Appendix. in come Description (Symbol) EXXON MOBIL CORP (XOM) yield 5.92% annual income ................. 17.40 82.18 LIVE STAD CENUODLIVING INCIEN FIVE STAR SENIOR LIVING INC (FVE) GENERAL ELEC CO (GE) 0.32% 0.96 0.24 GENERAL MILLS INC (GIS) Quantity 272.60 5 4.65 1 316.23 3 462.48 8 299.10 5 347.94 6 198.80 5 ............... price per unit portfolio Avg. tax cost per unit Unrealized gain/Loss 294.10 1.09 % 410.90 - 116.80 58.8200 ............ . 4.38 0.02% 4.22 0.16 4.3800 4.22 309.09 1.14 % 365.76 56.67 103.0300 121.92 !! 478.56 1.77 % 343.52 135.04 59.8200 42.94 267.50 0.99 % 346.00 - 78.50 53.5000 69.20 325.80 1.20 % 201.54 124.26 54.3000 33.59 ..... 22285 0.83 % 367.75 - 144.90 44.5700 73.55 3.42% 16.32 NATIONAL HEALTH INVS INC (NHI) 6.73 % 18.00 4.50 NEWMONT CORP (NEM) 4.06% 13.20 ROYAL DUTCH SHELL PLC (RDSA) ADRA 2.85% 6.35 a) conduct an assessment of the portfolio's current position (aka discuss the results of your calculations) - using Adj_Close price for the stocks in the portfolio for the past 2 years, derive stock returns and estimate Expected return and Standard deviation for these stocks; also calculate the correlation of the stock returns and their betas; estimate portfolio returns (based on the weights of the assets in the portfolio), its expected return, standard deviation, and beta. All these results must be presented in the Appendix. in come Description (Symbol) EXXON MOBIL CORP (XOM) yield 5.92% annual income ................. 17.40 82.18 LIVE STAD CENUODLIVING INCIEN FIVE STAR SENIOR LIVING INC (FVE) GENERAL ELEC CO (GE) 0.32% 0.96 0.24 GENERAL MILLS INC (GIS) Quantity 272.60 5 4.65 1 316.23 3 462.48 8 299.10 5 347.94 6 198.80 5 ............... price per unit portfolio Avg. tax cost per unit Unrealized gain/Loss 294.10 1.09 % 410.90 - 116.80 58.8200 ............ . 4.38 0.02% 4.22 0.16 4.3800 4.22 309.09 1.14 % 365.76 56.67 103.0300 121.92 !! 478.56 1.77 % 343.52 135.04 59.8200 42.94 267.50 0.99 % 346.00 - 78.50 53.5000 69.20 325.80 1.20 % 201.54 124.26 54.3000 33.59 ..... 22285 0.83 % 367.75 - 144.90 44.5700 73.55 3.42% 16.32 NATIONAL HEALTH INVS INC (NHI) 6.73 % 18.00 4.50 NEWMONT CORP (NEM) 4.06% 13.20 ROYAL DUTCH SHELL PLC (RDSA) ADRA 2.85% 6.35
