Question
On April 11, 2022 portfolio had 100,000 dollars in cash and was long 3000 shares of MSFT at a closing price on April 11, 2022,
On April 11, 2022 portfolio had 100,000 dollars in cash and was long 3000 shares of MSFT at a closing price on April 11, 2022, (look at Yahoo finance), long 200 Shares of AMZN and short 100 shares of SPY. What is the Net Asset Value (NAV) of portfolio on the close of April 11, 2022 (value of money left if portfolio is liquidated). What is the gross and net leverage of portfolio on close of April 11, 2022? Using historical data from Yahoo and assuming cash earned 1% annually with daily compounding, simulate in spreadsheet portfolio NAV and leverage from January 4, 2010 to April 11, 2022. Calculate portfolio NAV and portfolio leverage for every business day. Use split and dividend adjusted price (adjusted close on Yahoo)
Please show all work!
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started