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
Netflix, Inc. NFLX-US
Carnival Cruise Lines CCL-US
Colgate-Palmolive Company CL-US
Devon Energy Corporation DVN-US
Goldman Sachs Group, Inc. GS-US
Boston Scientific Corporation BSX-US
United Parcel Service, Inc. Class B UPS-US
Applied Materials, Inc. AMAT-US
Ball Corporation BLL-US
DTE Energy Company DTE-US
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Foundations Of Financial Management
Authors: Stanley B Block, Geoffrey A Hirt
12th Edition
0073295817, 9780073295817
