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Find the weighr of each asset Get Data (Power Query) c Refresh All Stocks Currencies Sort Filter Reapply Advanced Asset 7 8.62% Asset 7 2.06287806
Find the weighr of each asset
Get Data (Power Query) c Refresh All Stocks Currencies Sort Filter Reapply Advanced Asset 7 8.62% Asset 7 2.06287806 -0.000333282 -0.000105627 -0.000237377 -0.000583448 -7,72985E-05 0.005250799 -0.001131061 -0.000488527 0.00076473 Text to Columns Asset 8 11.27% Asset 8 0.001181653 -0.000276246 0.000130417 -0.001258752 0.000815582 -5.86737805 -0.001131061 0.009752367 -0.00128679 -0.000187812 What-If Analysis Outline Solver 4 5 6 7 8 9 10 12 13 14 15 16 17 18 19 20 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 You have ten assets thatyou plan to hold in a long-only portfolio. After extensive work you have come up with the following estimates, Expecte Returns Asset 1 Asset 2 Asset 3 Asset 4 Asset 5 Asset 6 Asset 7 Asset 8 Asset 9 Asset 1 0 Asset 1 4.20% Asset 1 0.002561684 0.000449864 -0.000316555 0.000177673 -0.000949862 -0.000173167 2.06287E-06 0.001181653 -0.000203683 -0.000339436 Asset 2 9.99% Asset 2 0.000449864 0.005659712 0.000409916 0.000621062 -0.00076009 -0.000373095 -0.000333282 -0.000276246 -0.000158703 0.000976755 Asset 3 4.95% Asset 3 -0.000316555 0.000409916 0.001537464 0.000135457 0.000360697 -0.000442911 -0.000105627 0.000130417 -0.000457049 0.000512038 Asset 4 8.85% Asset 4 0.000177673 0.000621062 0.000135457 0.006856526 -0.000353271 -0.000335673 -0.000237377 -0.001258752 -0.000752888 -0.000267464 Asset 5 9.10% Asset 6 9.92% Variance-Covariance Matrix Asset 5 -0.000949862 -0.00076009 0.000360697 -0.000353271 0.011960765 0.000590314 -0.000583448 0.000815582 -0.000663386 0.00026814 Asset 6 -0.000173167 -0.000373095 -0.000442911 -0.000335673 0.000590314 0.005672398 -7.72985E-05 -5.86737E-05 0.001056601 -0.000167024 what Asset 9 7.28% Asset 9 -0.000203683 -0.000158703 -0.000457049 -0.000752888 -0.000663386 0.001056601 -0.000488527 -0.00128679 0.009545198 -0.000510652 Asset 1 0 8.96% Asset 1 0 -0.000339436 0.000976755 0.000512038 -0.000267464 0.00026814 -0.000167024 0.00076473 -0.000187812 -0.000510652 0.008302418 Assume the risk-free rate is 2.7% and you have moderate confidence in all of your estimates, would a good set of portfolio weights be? (40 points) Weights Asset 1 Asset 2 Asset 3 Asset 4 Asset 5 Asset 6 Asset 7 Asset 8 Asset 9 Asset 10 Sum Ex Ret Std Dev Shar e o Illegitimate Weights Scored O out of 40 Plot Area a Directions QI Ready xam-3- Accessibility: Investigate
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