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Please use any six large cap assets of your choice. I know how to do A through D. I am just mostly confused about E,
Please use any six large cap assets of your choice.
I know how to do A through D. I am just mostly confused about E, F, and G.
The numerical data is from searching a large cap on Yahoo Finance, like "GOOGL", then clicking on "Historical Data" and selecting the time period (select October 2, 2011 - October 2, 2021 so it will show October 1, 2011 - October 1, 2021) and "Monthly" frequency.
Please help! Thanks.
Q#1: [40 Ps] [EXCEL BASED QUESTION] Using the excel example that is discussed in Chapter 7, answer the following questions by first choosing any six assets from your stock trak investment (or the assets of your choice). And for your computation in this question, assume the risk-free rate is 0.2% [TURN-IN Q#1 and Q#2 BY EMAIL BY ATTACHING YOUR EXCEL FILE] a. [6 Points] Get their monthly price data from yahoo finance for the sample period of 10/1/2011 - 10/1/2021 and compute the realized returns and excess returns. b. [6 Points] Calculate their average monthly returns, monthly variance and standard deviation. c. [6 Points] Calculate their average annual returns, annual variance and standard deviation. d. [6 Points] Compute the variance-covariance matrix of these six assets. e. [6 Pointsj Find the minimum variance efficient portfolio. f. [5 Points) Find the optimal risky (tangent) portfolio. 9. [5 Points] Give an interpretation of your findings in (e) and (). Q#1: [40 Ps] [EXCEL BASED QUESTION] Using the excel example that is discussed in Chapter 7, answer the following questions by first choosing any six assets from your stock trak investment (or the assets of your choice). And for your computation in this question, assume the risk-free rate is 0.2% [TURN-IN Q#1 and Q#2 BY EMAIL BY ATTACHING YOUR EXCEL FILE] a. [6 Points] Get their monthly price data from yahoo finance for the sample period of 10/1/2011 - 10/1/2021 and compute the realized returns and excess returns. b. [6 Points] Calculate their average monthly returns, monthly variance and standard deviation. c. [6 Points] Calculate their average annual returns, annual variance and standard deviation. d. [6 Points] Compute the variance-covariance matrix of these six assets. e. [6 Pointsj Find the minimum variance efficient portfolio. f. [5 Points) Find the optimal risky (tangent) portfolio. 9. [5 Points] Give an interpretation of your findings in (e) and () Step by Step Solution
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