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I need help with part 5, please. Excel should help with this! Intro The following table shows historical end-of-week adjusted close prices (including dividends) for

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I need help with part 5, please. Excel should help with this!

Intro The following table shows historical end-of-week adjusted close prices (including dividends) for two stocks. A B 1 Week Stock A Stock B 2 0 36.79 2,658 3 1 37.43 2,600 4 2 40.36 2,646 2,682 5 3 39.73 6 4 37.42 7 5 39.72 2,735 2,661 2,728 8 6 41.49 9 7 36.72 2,667 10 8 37.05 2,765 11 9 37.93 2,918 12 10 39.1 2,881 Part 1 1 Attempt 1/10 for 10 pts. Calculate the weekly returns. What is standard deviation of weekly returns for stock B? 0.028 Correct B 14 Week rStock A rStock B 0.0174 -0.02182 =C3/C2-1 15 1 16 2 0.0783 0.01769 17 3 -0.01561 0.01361 18 4 -0.0581 0.01976 19 5 0.0615 -0.02706 20 6 0.04456 0.02518 21 7 -0.115 -0.02236 22 8 0.00899 0.03675 23 9 0.02375 0.0553 24 10 0.03085 -0.01268 =C12/C11-1 25 HPR 0.0628 0.0839=C12/C2-1 26 Average 0.00766 0.00844 =AVERAGE(C 0.003338 0.000788 =VAR.S(C15: 27 Variance 28 Covariance 0.0002534 =COVARIAN 0.02807 ESTDEV.S(C 29 St. Dev. 0.0578 Part 2 B - Attempt 1/10 for 10 pts. For all remaining parts, create a portfolio of 60% stock A and 40% stock B. If you rebalanced such a portfolio every week to keep the weights at 0.6/0.4, what is the holding period return over the 10 weeks for the portfolio? 0.0755 Correct Part 4 18 Attempt 1/10 for 10 pts. Still assume that you create a portfolio of 60% stock A and 40% stock B. However, after the initial allocation, you do not rebalance the portfolio at all. What is the holding period return over the 10 weeks for the portfolio? 0.07123 Correct A B D Stock 31 Portfolio Stock A B 32 Weights 0.6 0.4 53 Unrebalanced portfolio 54 Week $ stock A $ stock B $ total 55 0 0.6 0.4 1 =B55+C5 1.002 56 1 0.61 0.3913 57 2 0.658 0.3982 1.056 58 3 0.648 0.4036 1.052 59 4 0.61 0.4116 1.022 60 5 0.648 0.4005 1.048 61 6 0.677 0.4105 1.087 62 7 0.599 0.4014 1 63 8 0.604 0.4161 1.02 64 9 0.619 0.4391 1.058 65 10 1.071 0.638 0.4336 =B64 =C64* (1+B24)(1+C24) 66 67 68 HPR 0.0712 =D65/D55 69 Alternative 0.0712 =B32*B25 Part 5 Attempt 2/10 for 10 pts. What is the standard deviation of weekly returns for such a portfolio if you do not rebalance at all? 4+ decimals Submit

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