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Instructions 1. Calculate average monthly return for each stock 2. Calculate variance and standard deviation of each stock 3. Create a variance-covariance matrix with these

Instructions

1. Calculate average monthly return for each stock

2. Calculate variance and standard deviation of each stock

3. Create a variance-covariance matrix with these three stocks

4. Calculate the global minimum variance portfolio

5. Calculate the return and risk of the global minimum variance portfolio

Each student format should be different from other. Plagiarism will be higly penalized

4/8/2021 $683.80 3299.3 313.02
4/7/2021 $670.97 3279.39 313.09
4/6/2021 $691.62 3223.82 306.26
4/5/2021 $691.05 3226.73 308.91
4/1/2021 $661.75 3161 298.66
3/31/2021 $667.93 3094.08 294.53
3/30/2021 $635.62 3055.29 288
3/29/2021 $611.29 3075.73 290.82
3/26/2021 $618.71 3052.03 283.02
3/25/2021 $640.39 3046.26 278.74
3/24/2021 $630.27 3087.07 282.14
3/23/2021 $662.16 3137.5 290.63
3/22/2021 $670 3110.87 293.54
3/19/2021 $654.87 3074.96 290.11
3/18/2021 $653.16 3027.99 278.62
3/17/2021 $701.81 3135.73 284.01
3/16/2021 $676.88 3091.86 279.28
3/15/2021 $707.94 3081.68 273.75
3/12/2021 $693.73 3089.49 268.4
3/11/2021 $699.60 3113.59 273.88
3/10/2021 $668.06 3057.64 264.9
3/9/2021 $673.58 3062.85 265.74
3/8/2021 $563 2951.95 255.31
3/5/2021 $597.95 3000.46 264.28
3/4/2021 $621.44 2977.57 257.64
3/3/2021 $653.20 3005 255.41
3/2/2021 $686.44 3094.53 259
3/1/2021 $718.43 3146.14 264.91
2/26/2021 $675.50 3092.93 257.62
2/25/2021 $682.22 3057.16 254.69
2/24/2021 $742.02 3159.53 264.31
2/23/2021 $698.84 3194.5 265.855
2/22/2021 $714.50 3180.74 260.33
2/19/2021 $781.30 3249.9 261.56
2/18/2021 $787.38 3328.23 269.39
2/17/2021 $798.15 3308.64 273.57
2/16/2021 $796.22 3268.95 273.97
2/12/2021 $816.12 3277.71 270.5
2/11/2021 $811.66 3262.13 270.39
2/10/2021 $804.82 3286.58 271.87
2/9/2021 $849.46 3305 269.45
2/8/2021 $863.42 3322.94 266.58
2/5/2021 $852.23 3352.15 268.1
2/4/2021 $849.99 3331 266.49
2/3/2021 $854.69 3312.53 266.65
2/2/2021 $872.79 3380 267.08
2/1/2021 $839.81 3342.88 262.01
1/29/2021 $793.53 3206.2 258.33
1/28/2021 $835.43 3237.62 265
1/27/2021 $864.16 3232.58 272.14
1/26/2021 $883.09 3326.13 282.05
1/25/2021 $880.80 3294 278.01
1/22/2021 $846.64 3292.23 274.5
1/21/2021 $844.99 3306.99 272.87
1/20/2021 $850.45 3263.38 267.48
1/19/2021 $844.55 3120.76 261.1
1/15/2021 $826.16 3104.25 251.36
1/14/2021 $845 3127.47 245.64
1/13/2021 $854.41 3165.89 251.64
1/12/2021 $849.44 3120.83 251.09
1/11/2021 $811.19 3114.21 256.84
1/8/2021 $880.02 3182.7 267.57
1/7/2021 $816.04 3162.16 268.74
1/6/2021 $755.98 3138.38 263.31
1/5/2021 $735.11 3218.51 270.97
1/4/2021 $729.77 3186.63 268.94
12/31/2020 $705.67 3256.93 273.16
12/30/2020 $694.78 3285.85 271.87
12/29/2020 $665.99 3322 276.78
12/28/2020 $663.69 3283.96 277
12/24/2020 $661.77 3172.69 267.4
12/23/2020 $645.98 3185.27 268.11
12/22/2020 $640.34 3206.52 267.09
12/21/2020 $649.86 3206.18 272.79
12/18/2020 $695 3201.65 276.4
12/17/2020 $655.90 3236.08 274.48
12/16/2020 $622.77 3240.96 275.67
12/15/2020 $633.25 3165.12 275.55
12/14/2020 $639.83 3156.97 274.19
12/11/2020 $609.99 3116.42 273.55
12/10/2020 $627.07 3101.49 277.12
12/9/2020 $604.48 3104.2 277.92
12/8/2020 $649.88 3177.29 283.4
12/7/2020 $641.76 3158 285.58
12/4/2020 $599.04 3162.58 279.7
12/3/2020 $593.38 3186.73 281.85
12/2/2020 $568.82 3203.53 287.52
12/1/2020 $584.76 3220.08 286.55
11/30/2020 $567.60 3168.04 276.97
11/27/2020 $585.76 3195.34 277.81
11/25/2020 $574 3185.07 275.59
11/24/2020 $555.38 3118.06 276.92
11/23/2020 $521.85 3098.39 268.43
11/20/2020 $489.61 3099.4 269.7
11/19/2020 $499.27 3117.02 272.94
11/18/2020 $486.64 3105.46 271.97

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