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Question 9 10 pts Use the 60 monthly returns from January 2017 to December 2021 of Realty Income Corporation (O) and NortonLifeLock Inc. (NLOK). What
Question 9 10 pts Use the 60 monthly returns from January 2017 to December 2021 of Realty Income Corporation (O) and NortonLifeLock Inc. (NLOK). What is the annualized standard deviation of the portfolio that invests 33% to O and 67% to NLOK? (If the answer is 12.34%, then submit 12.34 instead of 0.1234 or 12.34%.) Question 10 10 pts Revisit Question 9. Use Solver in Excel to find the O-NLOK portfolio that has the minimum possible portfolio standard deviation. What is this portfolio's O weight? (Use excelsolver.xlsx as the guideline for the Excel solver. If the answer is 12.34%, then submit 12.34 instead of 0.1234 or 12.34%.) Question 11 10 pts Revisit Question 9. Use Solver in Excel to find the O-NLOK portfolio that has the maximum possible Sharpe ratio-assume that the risk-free rate is zero. What is this portfolio's O weight? (Use excelsolver.xlsx as the guideline for the Excel solver. If the answer is 123.45%, then submit 123.45 instead of 1.2345 or 123.45%.) Question 9 10 pts Use the 60 monthly returns from January 2017 to December 2021 of Realty Income Corporation (O) and NortonLifeLock Inc. (NLOK). What is the annualized standard deviation of the portfolio that invests 33% to O and 67% to NLOK? (If the answer is 12.34%, then submit 12.34 instead of 0.1234 or 12.34%.) Question 10 10 pts Revisit Question 9. Use Solver in Excel to find the O-NLOK portfolio that has the minimum possible portfolio standard deviation. What is this portfolio's O weight? (Use excelsolver.xlsx as the guideline for the Excel solver. If the answer is 12.34%, then submit 12.34 instead of 0.1234 or 12.34%.) Question 11 10 pts Revisit Question 9. Use Solver in Excel to find the O-NLOK portfolio that has the maximum possible Sharpe ratio-assume that the risk-free rate is zero. What is this portfolio's O weight? (Use excelsolver.xlsx as the guideline for the Excel solver. If the answer is 123.45%, then submit 123.45 instead of 1.2345 or 123.45%.)
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