Compute the standard deviation of weekly
(percent) returns for the
AMZN-MCK-KR portfolio
HINT: start with the portfolio returns rather
than the returns of the components
What do you notice about the
std deviation of the portfolio compared to
the individual stocks?
What does this tell us about the risk
of the portfolio compared to
the risk of the individual stocks?
		Assume you're creating a portfolio using
		MCK and KR stock only.
		Which two portfolio weights will minimize
		the standard deviation of the portfolio?
		What is the standard deviation
		of the MCK-KR portfolio
		using these weights?

Weekly returns S&P 500 1 month T-bill 130.29 First week 9/17/2018 9/24/2018 10/1/2018 10/8/2018 10/15/2018 10/22/2018 10/29/2018 11/5/2018 11/12/2018 11/19/2018 11/26/2018 12/3/2018 12/10/2018 12/17/2018 12/24/2018 12/31/2018 1/7/2019 1/14/2019 1/21/2019 1/28/2019 2/4/2019 2/11/2019 2/18/2019 2/25/2019 3/4/2019 3/11/2019 3/18/2019 3/25/2019 4/1/2019 4/8/2019 4/15/2019 4/22/2019 4/29/2019 5/6/2019 5/13/2019 5/20/2019 5/27/2019 6/3/2019 6/10/2019 6/17/2019 6/24/2019 7/1/2019 7/8/2019 7/15/2019 7/22/2019 7/29/2019 8/5/2019 8/12/2019 8/19/2019 8/26/2019 9/2/2019 Last week 9/9/2019 Weekly adj. closing prices ($) AMZN MCK 1.915.01 133.30 2.003.00 131.03 1,889.65 132.44 1.788.61 129.19 1.764.03 130.78 1,642.81 116.95 1,665.53 123.88 1,712.43 129.21 1.593.41 122.38 1,502.06 119.68 1,690.17 122.98 1,629.13 123.80 1.591.91 115.59 1.377.45 107.35 1.478.02 109.03 1,575.39 113.28 1,640.56 121.04 1,696.20 125.51 1.670.57 125.89 1,626.23 126.16 1,588.22 127.31 1,607.95 134.32 1.631.56 1.671.73 123.39 1,620.80 111.18 1,712.36 118.53 1,764.77 117.82 1,780.75 116.34 1.837.28 115.99 1.843.06 115.34 1,861.69 113.40 1,950.63 116.86 1.962.46 122.73 1.889.98 130.06 1,869.00 124.24 1.823.28 129.13 1,775.07 121.39 1.804.03 129.89 1,869.67 132.73 1,911.30 132.66 1.893.63 133.99 1,942.91 139.61 2,011.00 144.17 1,964.52 138.49 1.943.05 138.54 1,823.24 147.69 1,807.58 139.77 1.792.57 144.86 1.749.62 144.42 1.776.29 137.86 1,833.51 143.60 1,839.34 143.53 KR 29.30 28.48 28.44 26.34 26.97 26.98 29.52 30.71 29.59 29.18 29.15 28.67 29.04 26.93 27.11 27.18 27.94 28.92 27.64 27.59 27.35 28.99 28.17 27.67 24.17 24.06 24.04 24.29 23.60 25.35 25.46 24.69 25.42 25.51 23.92 23.56 22.65 23.76 24.09 22.09 21.56 21.60 21.74 21.54 21.33 22.09 23.16 22.50 23.29 23.68 24.70 26.23 -0.54% -0.97% -4.10% 0.02% -3.94% 2.42% 2.13% -1.61% -3.79% 4.85% -4.60% -1.26% -7.05% 2.86% 1.86% 2.54% 2.87% -0.22% 1.57% 0.05% 2.50% 0.61% 0.39% -2.16% 2.89% -0.77% 1.20% 2.06% 0.51% -0.08% 1.20% 0.20% -2.18% -0.76% -1.17% -2.62% 4.41% 0.47% 2.20% -0.29% 1.65% 0.78% -1.23% 1.65% -3.10% -0.46% -1.03% -1.44% 2.79% 1.79% 0.96% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.04% 0.05% 0.05% 0.05% 0.05% 0.04% 0.04% 0.04% 0.04% 0.04% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05% 0.05%