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Assuming you have 200,000 SAR , construct a complete portfolio assuming investment in a risk-free asset (with return of 4%) of your choice and the
Assuming you have 200,000 SAR , construct a complete portfolio assuming investment in a risk-free asset (with return of 4%) of your choice and the two companies stocks. What weights are you investing in each security?
from previous data i got for first compnay and secound one
Closing Price | returns |
100.40 | |
99.4 | -1.0000% |
107.6 | 8.2495% |
114.6 | 6.5056% |
98.8 | -13.7871% |
103.8 | 5.0607% |
108 | 4.0462% |
99 | -8.3330% |
108.8 | 9.8990% |
97.5 | -10.3860% |
93.2 | -4.4103% |
101.8 | 9.2275% |
average return | 0.4611% |
variance | 0.6555% |
standard deviation | 8.0960% |
secound one
Closing Price | return |
9.36 | |
9.52 | 1.7094% |
11 | 15.5462% |
11.18 | 1.6364% |
10.72 | -4.1145% |
12.5 | 16.6045% |
14.14 | 13.1200% |
11.72 | -17.1146% |
11.98 | 2.2184% |
12.06 | 0.6678% |
10.98 | -8.9552% |
11.74 | 6.9217% |
average return | 2.5673% |
variance | 0.9690% |
standard deviation | 9.8440% |
Covariance | 0.52637% |
correlation | 66.04714% |
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