Section II $-$ Solving for the optimal risky portfolioSection II $-$ Solving for the optimal risky portfolio

Download $5$ years $(1/1/2019$ to $12/31/2023)$ of monthly data from Yahoo!Finance for

Advanced Micro Devices, Inc. $($AMD$),$ Adobe Inc. $($ADBE$),$ and XLK$,$ a technology sector

SPDR $($ETF$).$ Compute the monthly holding period returns to the securities$.$ Fill in the

following table with the first few rows of your results: $(3$ Points$)$

Compute the arithmetic and geometric averages and the sample standard deviation for each

security$\text{'}$s returns over the five year period. Fill in the following table: $(3$ Points$)$

Compute the Sharpe ratio for each security. Please use the arithmetic average for your

expected returns. Assume a monthly risk free rate of $0\mathrm{.}37\%.$ Fill in the following table:

$(3$ Points$)$

Compute a correlation matrix for your three securities$.$ Fill in the following table:

$(3$ Points$)$

Download $5$ years $(1/1/2019$ to $12/31/2023)$ of monthly data from Yahoo!Finance for

Advanced Micro Devices, Inc. $($AMD$),$ Adobe Inc. $($ADBE$),$ and XLK$,$ a technology sector

SPDR $($ETF$).$ Compute the monthly holding period returns to the securities$.$ Fill in the

following table with the first few rows of your results: $(3$ Points$)$

Compute the arithmetic and geometric averages and the sample standard deviation for each

security$\text{'}$s returns over the five year period. Fill in the following table: $(3$ Points$)$

Compute the Sharpe ratio for each security. Please use the arithmetic average for your

expected returns. Assume a monthly risk free rate of $0\mathrm{.}37\%.$ Fill in the following table:

$(3$ Points$)$

Compute a correlation matrix for your three securities$.$ Fill in the following table:

$(3$ Points$)$