Question 7: Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America...
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Question 7: Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America (BAC) prices from September 2011 until 1 September 2021. (a) Build the investment opportunity set using the three stocks for the following expected returns: (0.6%, 0.8%,1%, 1.2%, 1.4%,1.6%,1.8%,2%, 2.2%,2.4%,2.6%) (b) Find the efficient frontier. What is the expected return of the minimum variance efficient portfolio? Question 7: Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America (BAC) prices from September 2011 until 1 September 2021. (a) Build the investment opportunity set using the three stocks for the following expected returns: (0.6%, 0.8%,1%, 1.2%, 1.4%,1.6%,1.8%,2%, 2.2%,2.4%,2.6%) (b) Find the efficient frontier. What is the expected return of the minimum variance efficient portfolio?
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