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Need some help with the following deliverable, I have everything that I would need to calculate: Suppose you would have invested $ 1 into each
Need some help with the following deliverable, I have everything that I would need to calculate:
Suppose you would have invested $ into each strategy at the end of March and rebalanced your portfolio monthly until How much would your investment be worth at the end of Ignore transaction costs, taxes, etc., and construct a plot that shows the evolution of the values of the two investments over time.
For context as how to solve this, I have the following figures: daily & monthly returns for different industries, daily variances from the past days, beginning inverse variances month end trading day a covariance matrix, weighted returns returns for each of the industries on the last trading day of each month, a portfolio return sheet that contains weighted covariances see screenshot TRC SSE, mean, vol, std ev num not sure what this means, followed directions of my professor risk contribution, result parts and result.
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