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please use google collab python, thank you!! You will invest in the following assets: Apple Inc. ( AAPL ) , The Boeing Company ( BA
please use google collab python, thank you!!
You will invest in the following assets:
Apple Inc. AAPL
The Boeing Company BA
The Cheesecake Factory CAKE
Caterpillar Inc. CAT
The Hershey Company HSY
JPMorgan Chase & Co JPM
McDonald's Corporation MCD
Starbucks Corporation SBUX
Tesla, Inc. TSLA
Visa Inc. V
Using the yfinance package, download the daily returns of these assets from June inclusive to June exclusive
Utilize the skfolio package to compute the portfolio that maximizes the Sharpe Ratio such that:
The total weight of JPM and V is at least
The total weight of CAKE, MCD and SBUX is at least
The total weight of AAPL and CAT is at most
The minimum asset weight is
Use the standard deviation of daily returns as the measure of risk.
Assume that the daily riskfree rate is
If you had invested $ in the optimum portfolio on January how much would your investment be worth on June
Round your answer to the nearest integer.
Please include the final answer!
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