Question
PLEASE HELP ME, I have been stuck on this part of my assignment for a week. Please help. Download the weekly price data of Cisco,
PLEASE HELP ME, I have been stuck on this part of my assignment for a week. Please help.
Download the weekly price data of Cisco, apple, American Express, Boeing, IBM, Microsoft, visa, and Walmart contained in the Don Jones Industrial Average index from January 4th, 2015 to December 30th, 2021 from Yahoo Finance. Assume a risk-free rate of 50 basis points (annual rate). Use the adjusted close price when calculating returns.
(h) Compute the weight of the optimal risky portfolio without short-sale constraints. Compare the Sharpe ratio of the optimal portfolio and the eight stocks.
(i) Compute the weight of a portfolio on the efficient frontier, has a standard deviation 30% higher than the global minimum variance portfolio, and has no short-sale constraint. What is the expected return of this portfolio?
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