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 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. (10 marks)
Name Symbol
Verizon Communications Inc. VZ-US
Ford Motor Company F-US
Coca-Cola Company KO-US
Exxon Mobil Corporation XOM-US
Wells Fargo & Company WFC-US
AbbVie, Inc. ABBV-US
General Dynamics Corporation GD-US
Cisco Systems, Inc. CSCO-US
Air Products and Chemicals, Inc. APD-US
PPL Corporation PPL-US
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Financial Economics
Authors: Zvi Bodie, Robert C Merton, David Cleeton
2nd Edition
0558785751, 9780558785758
