Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Need help with Risk Free Rate in excel IL Text Query All P Edit Links Advanced Colum X v fx A B C D E

image text in transcribed

Need help with Risk Free Rate in excel

image text in transcribed
IL Text Query All P Edit Links Advanced Colum X v fx A B C D E geometric annualized annualized std annualized 9 Asset Portfolio E (r ) Weight S&P 500 9.64 Costco .15.78 Exxon -24.44 0 JPMC 9.3 0.16179147 CVS -10.58 O Equifax 5.4 0 Apple 29.29 0.11469915 Walt Disney 1.32 0 PPL -4.16 0 Amazon 37.32 0.72350939 Welltower -22.76 0 Dupont -12.53 0 Total Portfolio E (r ) 31.865569 Formula Portfolio Variance 0.00331129 P(r )= w1*xr+w2*x2 Portfolio Standard Deviation 0.05754379 o' wa*o'atw'b*o'b+2WaWboab Sharpe Ratio 553.762059 0 30 40.5 Risk Free Rate P(r )-R(f)/op * Efficient Portfolio constructed using Excel Solver Sheet1 5v Opitimal Portfolio 5v Lowest Dial Daritalia Covariance Matrix

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Essentials of Managerial Finance

Authors: Scott Besley, Eugene F. Brigham

14th edition

324422709, 324422702, 978-0324422702

More Books

Students also viewed these Finance questions

Question

explain the purpose of a manufacturing account;

Answered: 1 week ago

Question

What are the methods that an Employee class can have?

Answered: 1 week ago

Question

02 z 02 z 11. Suppose z = f (x, y) = c cos2:r. Compute

Answered: 1 week ago

Question

Is the best-fitting line necessarily a good-fitting line? Explain.

Answered: 1 week ago