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 the S&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 portfolio statistics, and any other portfolio statistics you wish to calculate, to comment on the risk/return relationship of your portfolio versus the S&P500.

Name Symbol

Walt Disney Company DIS-US

Starbucks Corporation SBUX-US

Kellogg Company K-US

Halliburton Company HAL-US

U.S. Bancorp USB-US

Johnson & Johnson JNJ-US

FedEx Corporation FDX-US

Microsoft Corporation MSFT-US

PPG Industries, Inc. PPG-US

Southern Company SO-US

Please use the picture below as a template to answer this question

A1 D E F G . 1 J K L M N o P Q R S T V w Y Z A B 1 2 10 Stock Portfolio Stock # Risk-free rate S&P500 VFINX Portfolio 1 2 3 4 5 6 7 8 9 10 3 4 Market value 5 Portfolio weight 6 Average Return Beta 7 8 9 Portfolio Statistics Sharpe Ratio Treynor Ratio Jenson's Alpha 10 11 12 Stock prices Stock returns S&P500 VFINX Date S&P500 VFINX 1 2 3 4 5 6 7 8 9 10 Date 1 2 3 4 5 6 7 8 9 10 Portfolio 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 A1 D E F G . 1 J K L M N o P Q R S T V w Y Z A B 1 2 10 Stock Portfolio Stock # Risk-free rate S&P500 VFINX Portfolio 1 2 3 4 5 6 7 8 9 10 3 4 Market value 5 Portfolio weight 6 Average Return Beta 7 8 9 Portfolio Statistics Sharpe Ratio Treynor Ratio Jenson's Alpha 10 11 12 Stock prices Stock returns S&P500 VFINX Date S&P500 VFINX 1 2 3 4 5 6 7 8 9 10 Date 1 2 3 4 5 6 7 8 9 10 Portfolio 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31