Date SPY ret ABC ret AMAT ret SPY ABC AMAT Method 1 Method 2 7/14/2017 0.005 0.001 0.018 Avg. Daily Ret 0.00060 0.00001 0.00029 Beta ABC 1.04 1.04 7/17/2017 0.000 -0.003 0.001 Daily Std. Deviation 0.00789 0.01952 0.02275 7/18/2017 0.001 -0.014 0.010 Daily Variance 0.00006 0.00038 0.00052 Beta AMAT 1.83 1.83 7/19/2017 0.005 -0.002 0.012 7/20/2017 0.000 0.009 0.001 SPY-ABC SPY-AMAT ABC-AMAT 7/21/2017 -0.001 -0.004 -0.009 Correlation Coefficient 0.42096 0.63460 0.16286 7/24/2017 0.000 0.016 -0.001 7/25/2017 0.002 0.016 -0.008 SPY ABC AMAT 7/26/2017 0.000 -0.005 0.023 Annual Return 0.15219612 0.0019938 0.07314622 7/27/2017 -0.001 -0.015 -0.030 Annual Std. Deviation 0.12523155 0.3099449 0.36119786 7/28/2017 -0.001 0.013 -0.017 7/31/2017 -0.001 -0.002 -0.021 SPY-ABC SPY-AMAT ABC-AMAT 8/1/2017 0.002 -0.009 -0.005 Expected return portfolio 0.07709496 0.1126712 0.03757001 8/2/2017 0.000 -0.018 -0.031 50%/50% Std. Deviation portfolio 0.25641483 8/3/2017 -0.002 -0.105 -0.001 0.500 8/4/2017 0.002 -0.011 0.003 SPY-ABC SPY-AMAT ABC-AMAT 8/7/2017 0.002 -0.003 0.027 75%/25% Expected return portfolio 0.08598901 0.0672137 0.09389588 8/8/2017 -0.002 -0.003 -0.001 0.75 Std. Deviation portfolio 0.26273206 8/9/2017 0.000 -0.007 -0.002 0.25 8/10/2017 -0.014 -0.012 -0.041 SPY-ABC SPY-AMAT ABC-AMAT 8/11/2017 0.001 0.014 0.025 25%/75% Expected return portfolio 0.07660137 0.0899424 0.0805548 8/14/2017 0.010 0.001 0.016 0.25 Std. Deviation portfolio 0.2936446 8/15/2017 0.000 -0.001 0.002 0.75 8/16/2017 0.002 0.000 0.013 8/17/2017 -0.016 0.003 -0.030 8/18/2017 -0.002 -0.017 0.027 8/21/2017 0.001 -0.007 -0.022 8/22/2017 0.010 0.015 0.029 8/23/2017 -0.004 -0.014 -0.010 8/24/2017 -0.002 0.003 -0.007 8/25/2017 0.002 -0.004 -0.009 8/28/2017 0.000 0.007 0.007 8/29/2017 0.001 -0.001 0.009 8/30/2017 0.005 -0.003 0.033 8/31/2017 0.006 0.025 -0.008 9/1/2017 0.001 0.000 0.000 9/5/2017 -0.007 -0.007 -0.014 9/6/2017 0.003 0.013 0.006 9/7/2017 0.000 0.023 0.011 9/8/2017 -0.001 -0.001 -0.019 9/11/2017 0.011 0.023 0.028 9/12/2017 0.003 -0.006 0.002 9/13/2017 0.000 0.005 0.010 9/14/2017 0.000 -0.043 0.020 9/15/2017 0.001 0.011 0.002 9/18/2017 0.002 -0.011 0.019 9/19/2017 0.001 -0.017 0.004 9/20/2017 0.000 0.003 -0.020 9/21/2017 -0.003 0.011 -0.003 9/22/2017 0.000 0.008 0.013 9/25/2017 -0.002 -0.001 -0.030 9/26/2017 0.001 0.013 -0.009 9/27/2017 0.004 0.005 0.064 9/28/2017 0.001 -0.017 0.036 9/29/2017 0.004 0.022 0.029 10/2/2017 0.004 0.007 0.000 10/3/2017 0.002 -0.005 -0.005 10/4/2017 0.001 -0.002 -0.005 10/5/2017 0.006 0.017 -0.003 10/6/2017 -0.001 -0.043 0.019 10/9/2017 -0.002 -0.026 0.006 10/10/2017 0.003 0.015 -0.002 10/11/2017 0.002 0.010 0.012 10/12/2017 -0.001 0.006 0.002 10/13/2017 0.001 -0.017 0.012 10/16/2017 0.001 -0.006 0.020 10/17/2017 0.001 0.012 0.002 10/18/2017 0.001 0.007 0.004 10/19/2017 0.000 0.021 0.000 10/20/2017 0.005 0.012 0.014 10/23/2017 -0.004 -0.008 0.005 10/24/2017 0.002 -0.008 0.000 10/25/2017 -0.005 0.005 -0.019 10/26/2017 0.001 -0.042 0.011 10/27/2017 0.008 -0.030 0.014 10/30/2017 -0.004 0.007 -0.014 10/31/2017 0.002 0.000 0.009 11/1/2017 0.001 -0.004 -0.013 11/2/2017 0.000 -0.044 0.010 11/3/2017 0.003 0.021 0.005 11/6/2017 0.002 0.001 -0.004 11/7/2017 -0.001 0.001 0.002 11/8/2017 0.002 0.001 0.008 11/9/2017 -0.004 0.003 -0.025 11/10/2017 0.000 -0.004 0.016 11/13/2017 0.001 0.005 0.012 11/14/2017 -0.002 0.000 -0.011 11/15/2017 -0.005 0.028 -0.012 11/16/2017 0.009 0.036 0.037 11/17/2017 -0.003 -0.014 -0.023 11/20/2017 0.002 -0.018 0.020 11/21/2017 0.007 0.026 0.020 11/22/2017 -0.001 0.024 -0.017 11/24/2017 0.002 -0.002 0.004 11/27/2017 0.000 -0.001 -0.017 11/28/2017 0.010 0.025 0.007 11/29/2017 -0.001 0.018 -0.077 11/30/2017 0.009 0.002 -0.003 12/1/2017 -0.002 0.002 -0.016 12/4/2017 -0.001 0.029 -0.041 12/5/2017 -0.004 -0.018 0.006 12/6/2017 0.000 0.001 0.019 12/7/2017 0.003 -0.001 0.025 12/8/2017 0.005 0.009 -0.017 12/11/2017 0.003 0.001 0.004 12/12/2017 0.002 0.012 -0.022 12/13/2017 0.000 0.008 0.006 12/14/2017 -0.004 0.009 0.011 12/15/2017 0.008 0.043 0.024 12/18/2017 0.006 -0.008 0.016 12/19/2017 -0.004 0.015 -0.008 12/20/2017 -0.001 -0.001 0.006 12/21/2017 0.002 -0.008 -0.026 12/22/2017 0.000 -0.006 0.003 12/26/2017 -0.001 0.009 -0.019 12/27/2017 0.000 -0.007 0.012 12/28/2017 0.002 0.000 0.001 12/29/2017 -0.004 -0.008 -0.012 1/2/2018 0.007 0.024 0.038 1/3/2018 0.006 0.004 0.018 1/4/2018 0.004 -0.002 0.006 1/5/2018 0.007 0.012 0.006 1/8/2018 0.002 0.017 0.024 1/9/2018 0.002 0.006 -0.019 1/10/2018 -0.002 -0.003 -0.028 1/11/2018 0.007 0.010 -0.002 1/12/2018 0.007 0.009 0.005 1/16/2018 -0.003 0.006 0.020 1/17/2018 0.010 0.018 0.052 1/18/2018 -0.002 -0.004 0.001 1/19/2018 0.005 -0.008 0.000 1/22/2018 0.008 0.026 0.001 1/23/2018 0.002 0.001 0.006 1/24/2018 0.000 0.018 -0.016 1/25/2018 0.000 -0.002 -0.020 1/26/2018 0.012 0.011 0.024 1/29/2018 -0.007 -0.004 -0.031 1/30/2018 -0.010 -0.025 -0.035 1/31/2018 0.000 -0.027 0.005 2/1/2018 -0.001 -0.004 -0.007 2/2/2018 -0.022 -0.033 -0.049 2/5/2018 -0.042 -0.043 -0.047 2/6/2018 0.020 -0.004 0.040 2/7/2018 -0.005 0.029 -0.031 2/8/2018 -0.038 -0.028 -0.060 2/9/2018 0.015 -0.026 0.051 2/12/2018 0.015 0.003 0.030 2/13/2018 0.002 0.093 0.001 2/14/2018 0.013 -0.014 0.049 2/15/2018 0.013 0.012 0.039 2/16/2018 0.000 0.022 0.019 2/20/2018 -0.006 0.005 0.031 2/21/2018 -0.005 -0.014 -0.009 2/22/2018 0.001 -0.015 -0.001 2/23/2018 0.016 0.013 0.017 2/26/2018 0.012 0.022 0.032 2/27/2018 -0.012 -0.029 -0.020 2/28/2018 -0.010 -0.025 -0.001 3/1/2018 -0.015 -0.020 -0.009 3/2/2018 0.005 0.007 0.017 3/5/2018 0.012 0.010 -0.007 3/6/2018 0.003 -0.002 0.041 3/7/2018 0.000 0.010 -0.010 3/8/2018 0.005 0.007 -0.001 3/9/2018 0.017 0.029 0.038 3/12/2018 -0.001 0.013 -0.010 3/13/2018 -0.006 0.003 -0.021 3/14/2018 -0.005 -0.020 0.009 3/15/2018 -0.001 -0.012 0.001 3/16/2018 0.001 -0.008 -0.014 3/19/2018 -0.014 -0.037 -0.016 3/20/2018 0.002 -0.041 0.012 3/21/2018 -0.002 0.003 0.026 3/22/2018 -0.025 -0.050 -0.030 3/23/2018 -0.021 -0.011 -0.061 3/26/2018 0.027 0.011 0.056 3/27/2018 -0.017 -0.011 -0.052 3/28/2018 -0.003 0.013 -0.025 3/29/2018 0.013 0.013 0.029 4/2/2018 -0.022 -0.041 -0.049 4/3/2018 0.013 0.015 0.021 4/4/2018 0.011 0.028 0.029 4/5/2018 0.008 0.013 -0.023 4/6/2018 -0.022 -0.023 -0.036 4/9/2018 0.005 0.016 0.013 4/10/2018 0.016 0.024 0.034 4/11/2018 -0.005 0.002 0.003 4/12/2018 0.008 -0.010 0.027 4/13/2018 -0.003 -0.016 -0.006 4/16/2018 0.008 0.022 0.014 4/17/2018 0.011 0.026 0.017 4/18/2018 0.001 0.019 -0.054 4/19/2018 -0.006 -0.011 -0.065 4/20/2018 -0.008 -0.020 -0.002 4/23/2018 0.000 0.010 -0.018 4/24/2018 -0.013 -0.007 -0.029 4/25/2018 0.002 0.014 0.009 4/26/2018 0.010 0.007 0.027 4/27/2018 0.001 0.011 -0.022 4/30/2018 -0.008 -0.027 0.005 5/1/2018 0.002 -0.015 0.025 5/2/2018 -0.007 0.033 -0.007 5/3/2018 -0.002 -0.074 0.004 5/4/2018 0.013 0.012 0.036 5/7/2018 0.003 -0.019 0.001 5/8/2018 0.000 0.000 0.016 5/9/2018 0.010 0.000 0.013 5/10/2018 0.009 0.010 0.026 5/11/2018 0.003 0.016 -0.012 5/14/2018 0.000 0.005 0.008 5/15/2018 -0.007 -0.018 -0.021 5/16/2018 0.004 0.004 0.020 5/17/2018 -0.001 0.013 -0.022 5/18/2018 -0.002 -0.022 -0.082 5/21/2018 0.008 -0.005 0.010 5/22/2018 -0.003 0.002 0.005 5/23/2018 0.003 -0.007 0.006 5/24/2018 -0.002 0.002 0.009 5/25/2018 -0.002 0.017 0.002 5/29/2018 -0.012 -0.034 0.023 5/30/2018 0.013 0.019 -0.008 5/31/2018 -0.006 -0.024 -0.016 6/1/2018 0.010 0.015 0.029 6/4/2018 0.005 0.012 0.001 6/5/2018 0.001 0.006 0.012 6/6/2018 0.008 0.028 -0.007 6/7/2018 0.000 -0.006 -0.024 6/8/2018 0.003 -0.006 -0.002 6/11/2018 0.001 0.014 -0.025 6/12/2018 0.001 0.009 0.019 6/13/2018 -0.003 0.030 0.002 6/14/2018 0.003 0.030 -0.025 6/15/2018 -0.001 0.016 -0.008 6/18/2018 -0.002 -0.035 -0.020 6/19/2018 -0.004 0.007 0.005 6/20/2018 0.002 0.012 0.001 6/21/2018 -0.006 0.000 0.008 6/22/2018 0.002 0.003 -0.021 6/25/2018 -0.014 -0.014 -0.026 6/26/2018 0.002 -0.020 -0.001 6/27/2018 -0.008 -0.006 -0.030 6/28/2018 0.006 -0.041 0.001 6/29/2018 0.001 -0.010 0.020 7/2/2018 0.002 0.005 -0.011 7/3/2018 -0.004 0.011 -0.019 7/5/2018 0.008 0.006 0.014 7/6/2018 0.008 0.009 0.015 7/9/2018 0.009 0.003 0.008 7/10/2018 0.004 -0.001 0.005 7/11/2018 -0.007 -0.011 -0.033 7/12/2018 0.0091 -0.0039 0.010619

Discuss your findings. This should include:

A discussion of the main statistics, such as the expected return for each stock, the standard deviation for each stock, the expected return of the portfolio of the two stocks you selected using the various percentages allocated to each (50%-50%, 75%-25%, 25%-75%) provided in the sheet, the standard deviation for each portfolio of the two stocks you selected using the various percentages allocated to each (50%-50%, 75%-25%, 25%-75%), the beta of each stock, the beta of a portfolio of the two stocks using the percentages allocated to each (50%-50%, 75%-25%, 25%-75%). Be sure to discuss some of the key concepts too (e.g., point out the standard deviation of the portfolio is less than the weighted average of the standard deviations of the stocks in the portfolio). Compute the coefficient of variation for the three different allocations Which of the three (i.e., the 50-50%, 75-25%, or 25-75%) offers the best risk-return profile?