Consolidate all excel spreadsheets from part1 in a single Excel file. Please make a cover page (name and ID) in Sheet1 in your EXCEL file. To submit this project electronically, use Blackboard. DO NOT send me it via email. Please submit your project in a single EXCEL file. ONLY an EXCEL FILE will be accepted. You have write up with your own words. Do not copy from others' work. In the last page, you have to show all your references for your project in the last sheet in your Excel. Part 1 Portfolio Return and Risk Instruction: You are a portfolio investment analyst at Goldman Sachs. Your investment unit manages two equity portfolios - one portfolio, named P1, consists of two stock assets (Apple (AAPL) and Microsoft(Ticker: MSFT)) and the other portfolio, named P2, consists of five stocks (Disney(Ticker:DIS), Boeing(Ticker:BA), Amazon(Ticker:AMZN), United Arline(Ticker:UAL), Netflix (Ticker:NFLX)). Now you are asked to compute two portfolio returns and risk measures. To do this, first download monthly stock prices from Dec. 2010 to Jun. 2022 from yahoo! finance and compute monthly stock returns from Jan. 2010 to Jun. 2022.1 Problem 1. Compute the respective average, standard deviation, and covariance of monthly stock returns. 2 Problem 2. Make two covariance matrices using two portfolio components. Note that you have to make a completed form of a matrix as below. 3 P1=(AAPL2=AAPL,AAPLMSFT,AAPL=AAPL,MSFTAAPL,MSFT=MSFT,AAPLMSFT2=MSFT,MSFT) Consolidate all excel spreadsheets from part1 in a single Excel file. Please make a cover page (name and ID) in Sheet1 in your EXCEL file. To submit this project electronically, use Blackboard. DO NOT send me it via email. Please submit your project in a single EXCEL file. ONLY an EXCEL FILE will be accepted. You have write up with your own words. Do not copy from others' work. In the last page, you have to show all your references for your project in the last sheet in your Excel. Part 1 Portfolio Return and Risk Instruction: You are a portfolio investment analyst at Goldman Sachs. Your investment unit manages two equity portfolios - one portfolio, named P1, consists of two stock assets (Apple (AAPL) and Microsoft(Ticker: MSFT)) and the other portfolio, named P2, consists of five stocks (Disney(Ticker:DIS), Boeing(Ticker:BA), Amazon(Ticker:AMZN), United Arline(Ticker:UAL), Netflix (Ticker:NFLX)). Now you are asked to compute two portfolio returns and risk measures. To do this, first download monthly stock prices from Dec. 2010 to Jun. 2022 from yahoo! finance and compute monthly stock returns from Jan. 2010 to Jun. 2022.1 Problem 1. Compute the respective average, standard deviation, and covariance of monthly stock returns. 2 Problem 2. Make two covariance matrices using two portfolio components. Note that you have to make a completed form of a matrix as below. 3 P1=(AAPL2=AAPL,AAPLMSFT,AAPL=AAPL,MSFTAAPL,MSFT=MSFT,AAPLMSFT2=MSFT,MSFT)
