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Download to a spreadsheet the last 5 years of monthly adjusted stock prices for 2 different stocks. a. Calculate expected return on each stock. b.
Download to a spreadsheet the last 5 years of monthly adjusted stock prices for 2 different stocks.
a. Calculate expected return on each stock.
b. Find the set of efficient portfolios and draw a figure similar to Figure 8.4 from the book. Assume that you cannot borrow or lend.
c. Find a minimum variance and an optimal risky portfolio (assume risk-free rate of 0.079%). Draw a figure similar to Figure 8.5.
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