Based on above data calculate and explain for:
- ) Risk and return of individual stocks: (30 marks)
- Expected returns
- Variance and standard deviation of returns
- Covariance of returns
- Correlation coefficient of returns
- ) Expected risk and return of portfolio: (30 marks)
- Expected returns of portfolio
- Standard deviation of portfolio
Date Price Open High Low Jan-20 7.83 7.94 8.14 Dec-19 7.9 8 8.09 Nov-19 8 8 8.3 Oct-19 7.99 8.15 8.16 Sep-19 8.07 8.24 8.41 Aug-19 8.16 7.82 8.48 Jul-19 7.84 7.77 7.99 Jun-19 7.77 7.71 8.1 May-19 7.71 7.71 7.94 Apr-19 7.69 7.7 7.9 Mar-19 7.76 7.8 7.96 Feb-19 7.84 7.8 8 Jan-19 7.8 7.6 7.95 Dec-18 7.66 7.89 7.95 Nov-18 7.68 7.6 7.98 Oct-18 7.65 7.58 7.72 Sep-18 7.6 7.7 7.8 Aug-18 7.72 7.56 7.96 Jul-18 7.7 7.89 7.89 Jun-18 8 7.81 8 May-18 7.77 7.43 8.21 Apr-18 7.78 7.17 7.78 Mar-18 7.17 7.75 7.89 Feb-18 7.78 7.73 8.01 Jan-18 7.75 8.12 8.12 Dec-17 8.64 7.89 8.64 Nov-17 7.8 8 Oct-17 7.83 8.01 Sep-17 7.79 Aug-17 7.8 7.77 7.93 Jul-17 7.81 7.87 7.98 Jun-17 7.99 7.8 8 May-17 7.81 7.82 7.99 Apr-17 7.83 7.94 8.07 Mar-17 7.93 7.77 8.14 Feb-17 7.8 7.88 7.91 Jan-17 7.99 8 8.02 Vol. 7.75 20.50M 7.9 11.95M 7.95 9.64M 7.92 15.32M 7.87 34.64M 7.8 28.88M 7.73 25.01M 7.71 13.37M 7.7 4.43M 7.69 7.34M 7.66 5.95M 7.7 5.45M 7.6 9.40M 7.5 13.72M 7.47 10.13M 7.41 11.47M 7.55 5.65M 752 1.88M 7.52 12.23M 7.45 4.23M 7.31 7.08M 6.84 8.23M 6.77 10.06M 7.53 8.84M 7.73 8.45M 7.73 7.37M 7.62 8.14M 7.74 9.33M 7.78 11.22M 7.76 9.54M 7.72 10.06M 7.77 15.18M 7.75 7.90M 7.75 10.84M 776 12.58M 7.71 25.13M 7.8 16.28M Change % -0.89% -1.25% 0.13% -0.99% -1.10% 4.08% 0.90% 0.78% 0.26% -0.90% -1.02% 0.51% 1.83% -0.26% 0.39% 0.66% -1.55% 0.26% -3.75% 2.96% -0.13% 8.51% -7.84% 0.39% -10.30% 8.00% 0.00% 0.00% 2.56% -0.13% -2.25% 2.30% -0.26% -1.26% 1.67% -2.38% -3.73% 8 00 00 00 00 00 Date Price Open High Low Jan-20 7.83 7.94 8.14 Dec-19 7.9 8 8.09 Nov-19 8 8 8.3 Oct-19 7.99 8.15 8.16 Sep-19 8.07 8.24 8.41 Aug-19 8.16 7.82 8.48 Jul-19 7.84 7.77 7.99 Jun-19 7.77 7.71 8.1 May-19 7.71 7.71 7.94 Apr-19 7.69 7.7 7.9 Mar-19 7.76 7.8 7.96 Feb-19 7.84 7.8 8 Jan-19 7.8 7.6 7.95 Dec-18 7.66 7.89 7.95 Nov-18 7.68 7.6 7.98 Oct-18 7.65 7.58 7.72 Sep-18 7.6 7.7 7.8 Aug-18 7.72 7.56 7.96 Jul-18 7.7 7.89 7.89 Jun-18 8 7.81 8 May-18 7.77 7.43 8.21 Apr-18 7.78 7.17 7.78 Mar-18 7.17 7.75 7.89 Feb-18 7.78 7.73 8.01 Jan-18 7.75 8.12 8.12 Dec-17 8.64 7.89 8.64 Nov-17 7.8 8 Oct-17 7.83 8.01 Sep-17 7.79 Aug-17 7.8 7.77 7.93 Jul-17 7.81 7.87 7.98 Jun-17 7.99 7.8 8 May-17 7.81 7.82 7.99 Apr-17 7.83 7.94 8.07 Mar-17 7.93 7.77 8.14 Feb-17 7.8 7.88 7.91 Jan-17 7.99 8 8.02 Vol. 7.75 20.50M 7.9 11.95M 7.95 9.64M 7.92 15.32M 7.87 34.64M 7.8 28.88M 7.73 25.01M 7.71 13.37M 7.7 4.43M 7.69 7.34M 7.66 5.95M 7.7 5.45M 7.6 9.40M 7.5 13.72M 7.47 10.13M 7.41 11.47M 7.55 5.65M 752 1.88M 7.52 12.23M 7.45 4.23M 7.31 7.08M 6.84 8.23M 6.77 10.06M 7.53 8.84M 7.73 8.45M 7.73 7.37M 7.62 8.14M 7.74 9.33M 7.78 11.22M 7.76 9.54M 7.72 10.06M 7.77 15.18M 7.75 7.90M 7.75 10.84M 776 12.58M 7.71 25.13M 7.8 16.28M Change % -0.89% -1.25% 0.13% -0.99% -1.10% 4.08% 0.90% 0.78% 0.26% -0.90% -1.02% 0.51% 1.83% -0.26% 0.39% 0.66% -1.55% 0.26% -3.75% 2.96% -0.13% 8.51% -7.84% 0.39% -10.30% 8.00% 0.00% 0.00% 2.56% -0.13% -2.25% 2.30% -0.26% -1.26% 1.67% -2.38% -3.73% 8 00 00 00 00 00
