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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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