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Question 1 Construct the investment opportunity set of Microsoft and Intel stocks. Calculate portfolio return and portfolio standard deviation for each level of weight (W)
Question 1 Construct the investment opportunity set of Microsoft and Intel stocks. Calculate portfolio return and portfolio standard deviation for each level of weight (W) and (1-w), with increments of 0.01, where 'w will be the weight of MSFT and (1-w) will be the weight of INTC stock. Graph the portfolio return and portfolio standard deviation for each weight with increments of 0.01. (e.g., weight (w) can take values between 0 and 1, inclusive, with increments of 0.01: 0.00, 0.01, 0.02.... 0.99, 1.00 etc.) You may get the security prices data from tr_eikon_cod_data.csv file on Sakai. Retrieve the following columns: MSFT.O, INTC.O. In (): Question 1 Construct the investment opportunity set of Microsoft and Intel stocks. Calculate portfolio return and portfolio standard deviation for each level of weight (W) and (1-w), with increments of 0.01, where 'w will be the weight of MSFT and (1-w) will be the weight of INTC stock. Graph the portfolio return and portfolio standard deviation for each weight with increments of 0.01. (e.g., weight (w) can take values between 0 and 1, inclusive, with increments of 0.01: 0.00, 0.01, 0.02.... 0.99, 1.00 etc.) You may get the security prices data from tr_eikon_cod_data.csv file on Sakai. Retrieve the following columns: MSFT.O, INTC.O. In ()
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