Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Create a dataset that has monthly returns for the following stocks: TSLA, JNJ, GOOGL, and GE from January 1, 2018 to December 31, 2022 using

Create a dataset that has monthly returns for the following stocks: TSLA, JNJ, GOOGL, and GE from January 1, 2018 to December 31, 2022 using their "adjusted" price. Create an equally weighted portfolio consisting of these stocks and calculate the monthly returns of your portfolio. use the below Market Returns and Risk-Free Rate dataset and join with your portfolio to obtain the market return ("market return") and risk-free rate ("risk-free"). date,market_return,risk_free 1/31/18,0.04748109,0.0146 2/28/18,-0.038947372,0.0165 3/29/18,-0.026884499,0.0173 4/30/18,0.002718775,0.0187 5/31/18,0.021608342,0.0193 6/29/18,0.004842436,0.0193 7/31/18,0.036021556,0.0203 8/31/18,0.030263211,0.0211 9/28/18,0.004294287,0.0219 10/31/18,-0.069403356,0.0234 11/30/18,0.017859357,0.0237 12/31/18,-0.091776895,0.0245 1/31/19,0.078684402,0.0241 2/28/19,0.029728889,0.0245 3/29/19,0.017924256,0.024 4/30/19,0.039313498,0.0243 5/31/19,-0.065777731,0.0235 6/28/19,0.068930164,0.0212 7/31/19,0.013128152,0.0208 8/30/19,-0.018091627,0.0199 9/30/19,0.017181178,0.0188 10/31/19,0.020431771,0.0154 11/29/19,0.034047038,0.0159 12/31/19,0.028589819,0.0155 1/31/20,-0.001628093,0.0155 2/28/20,-0.084110484,0.0127 3/31/20,-0.125119282,0.0011 4/30/20,0.126844038,9.00E-04 5/29/20,0.04528182,0.0014 6/30/20,0.018388397,0.0016 7/31/20,0.055101321,9.00E-04 8/31/20,0.070064667,0.0011 9/30/20,-0.03922797,0.001 10/30/20,-0.027665786,9.00E-04 11/30/20,0.107545635,8.00E-04 12/31/20,0.037121459,9.00E-04 1/29/21,-0.011136661,6.00E-04 2/26/21,0.026091451,4.00E-04 3/31/21,0.042438633,3.00E-04 4/30/21,0.052425321,1.00E-04 5/28/21,0.005486489,0.0001 6/30/21,0.02221401,5.00E-04 7/30/21,0.022748055,6.00E-04 8/31/21,0.028990416,4.00E-04 9/30/21,-0.047569169,4.00E-04 10/29/21,0.069143836,5.00E-04 11/30/21,-0.008333706,5.00E-04 12/31/21,0.043612913,6.00E-04 1/31/22,-0.052585165,0.0022 2/28/22,-0.031360492,0.0035 3/31/22,0.035773288,0.0052 4/29/22,-0.087956712,0.0085 5/31/22,5.32E-05,0.0116 6/30/22,-0.08392,0.0172 7/29/22,0.091116392,0.0241 8/31/22,-0.042440128,0.0296 9/30/22,-0.093395672,0.0333 10/31/22,0.079863414,0.0422 11/30/22,0.053752893,0.0437 12/30/22,-0.058971474,0.0442

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Cost Accounting Foundations and Evolutions

Authors: Michael R. Kinney, Cecily A. Raiborn

8th Edition

9781439044612, 1439044619, 978-1111626822

More Books

Students also viewed these Accounting questions

Question

Evaluate the binomial probabilities 16. C(.3) (.7)

Answered: 1 week ago