Question
Gather adjusted month end prices for a 10-stock portfolio consisting of the stocks listed below for the past 60 months (ending October 2020). Use this
Gather adjusted month end prices for a 10-stock portfolio consisting of the stocks listed below for the past 60 months (ending October 2020). Use this data to construct a value weighted portfolio. (You can get the market Capitalization data for each company from Yahoo.com). Monthly returns of your portfolio and theS&P 500. (Use VFINX as the proxy for the S&P 500 returns).Assume the monthly risk free rate for the period was .2%. Calculate the portfolio statistics (listed on the template). Use the portfoliostatistics, and any other portfolio statistics you wish to calculate,to comment on the risk/return relationship of your portfolio versus the S&P500.
NameSymbol
AT&T Inc.T-US
General Motors CompanyGM-US
Walmart Inc.WMT-US
Chevron CorporationCVX-US
Citigroup Inc.C-US
Pfizer Inc.PFE-US
Boeing CompanyBA-US
Corning IncGLW-US
Sherwin-Williams CompanySHW-US
Duke Energy CorporationDUK-US
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
13th edition
978-1285027371, 128502737X, 978-1133541141
