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Please put your answers in the cells with Yellow and Orange background The reference for this homework is the lecture notes on Portfolio Theory and

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Please put your answers in the cells with Yellow and Orange background The reference for this homework is the lecture notes on Portfolio Theory and on Asset Allocation 012 points Portfolios with THREE Risk Assets in this question you are working with the case of THREE Risky assets The two risky assets are: FICOS Canadian Stock market Index, FRESK Real Estate and SPSOOS Stock Market Index Monthly Return FICDX FRESX 0.00T780133 0.000 POINTS Question QUA 02 QC 2 2 4 2 22.A (2 points in the column D, in the cells below (YELLOW Celle, program the formula for the weights in 5500 Note: If you program the call for portblo 1 in colum D) correctly, then you will be able to simply copy the formula down for all other rows portfolio 028.2 points in the count, in the cell below ORANGE Calle program the formula for Portfolio Return Note: For each row each portfolio 1. 2.- the forma refers to the portbllo weights for that row, and Expected Returns for the three amets Note: If you program the forma correctly, then you will be able to simply copy the formda down for all other rows portfolio Note: Use ARSOCIETE CELL references with sire to refer to calls with Monthly Expected Returns for the THREE ASSETS FICO, FRESX and SPSCO) Portfolio Weight In FICO Weight in FRESX Weight in SPSOO Portfolio Return Portfolio Variance Portfolio St. Dev. Portfolio Return 0.1 0.2 0.1 01 01 01 01 2 2 03 04 06 0.7 8 9 20 11 12 01 02 02 02 02 04 05 07 14 25 DA 04 04 DA 02 0.4 03 08 17 20 10 20 21 22 21 24 25 26 27 06 06 06 07 03 0.7 01 04 01 02 03 01 015 02 0.25 0.05 0.1 015 0.05 0.1 30 31 32 33 a OS COVARIANCE MATRIK FOX FRESK PICON 0.003311826 0.001586218 8.2518 FRESK 0.001586 0.003191548 0.000164558 SP500 0.000164590 0.001227 Variances are on the dar (Dark Green Cali Covariance between two sets of the diagonal Light Green Cells 2.C. & pointain the Columns, in the calls above YELLOW Cell please enter the formula for PORTFOLIO VARIANCE Note: For each row each portfolio 1, 2, - the formula refers to the portfolio weights for that row, Variances of the three acts, and covariances between the Note: If you program the forma correctly, then you will be able to simply copy the formula down for all other rows portfolio Note: Use AB OCULTE CELL references with pre to refer to calls with Variances and Covariances 02.12 points in the Column G. In the calls above (ORANGE Cell please enter the formula for PORTFOLIO STANDARD DEVIATION ing Portfolio variance in Column F) Note: Alter you have variances incolumn F. you can easily compute Standard Deviations Please put your answers in the cells with Yellow and Orange background The reference for this homework is the lecture notes on Portfolio Theory and on Asset Allocation 012 points Portfolios with THREE Risk Assets in this question you are working with the case of THREE Risky assets The two risky assets are: FICOS Canadian Stock market Index, FRESK Real Estate and SPSOOS Stock Market Index Monthly Return FICDX FRESX 0.00T780133 0.000 POINTS Question QUA 02 QC 2 2 4 2 22.A (2 points in the column D, in the cells below (YELLOW Celle, program the formula for the weights in 5500 Note: If you program the call for portblo 1 in colum D) correctly, then you will be able to simply copy the formula down for all other rows portfolio 028.2 points in the count, in the cell below ORANGE Calle program the formula for Portfolio Return Note: For each row each portfolio 1. 2.- the forma refers to the portbllo weights for that row, and Expected Returns for the three amets Note: If you program the forma correctly, then you will be able to simply copy the formda down for all other rows portfolio Note: Use ARSOCIETE CELL references with sire to refer to calls with Monthly Expected Returns for the THREE ASSETS FICO, FRESX and SPSCO) Portfolio Weight In FICO Weight in FRESX Weight in SPSOO Portfolio Return Portfolio Variance Portfolio St. Dev. Portfolio Return 0.1 0.2 0.1 01 01 01 01 2 2 03 04 06 0.7 8 9 20 11 12 01 02 02 02 02 04 05 07 14 25 DA 04 04 DA 02 0.4 03 08 17 20 10 20 21 22 21 24 25 26 27 06 06 06 07 03 0.7 01 04 01 02 03 01 015 02 0.25 0.05 0.1 015 0.05 0.1 30 31 32 33 a OS COVARIANCE MATRIK FOX FRESK PICON 0.003311826 0.001586218 8.2518 FRESK 0.001586 0.003191548 0.000164558 SP500 0.000164590 0.001227 Variances are on the dar (Dark Green Cali Covariance between two sets of the diagonal Light Green Cells 2.C. & pointain the Columns, in the calls above YELLOW Cell please enter the formula for PORTFOLIO VARIANCE Note: For each row each portfolio 1, 2, - the formula refers to the portfolio weights for that row, Variances of the three acts, and covariances between the Note: If you program the forma correctly, then you will be able to simply copy the formula down for all other rows portfolio Note: Use AB OCULTE CELL references with pre to refer to calls with Variances and Covariances 02.12 points in the Column G. In the calls above (ORANGE Cell please enter the formula for PORTFOLIO STANDARD DEVIATION ing Portfolio variance in Column F) Note: Alter you have variances incolumn F. you can easily compute Standard Deviations

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