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Solve my task in excel file and give explanation also As a portfolio manager, you have the mandate to construct a portfolio by applying mean-
Solve my task in excel file and give explanation also
As a portfolio manager, you have the mandate to construct a portfolio by applying mean- variance optimization using at least 30 stocks,'companies_ You have USD (or any other currency equivalent) to invest The companies,'stocks selected are domiciled and traded in any market of the portfolio manager's choice You should present three alternative portfolios: I. an optimaVmarket portfolio (long stocks only); 2. a portfolio for less-averse investors (long stocks only), and; 3. a portfolio where seven stocks (at least) are shorted, but overall the short position is not more than 35 percent (I , 750,000 USD) of the initial investment. All the portfolios are constructed/invested on December 2021 (inception date) with a holding period of one year (December 2022). It is expected to use at least five years of historical data before portfolio construction. In the report &esides all the information considered relevant), you should indicate the weights of each stock, the monetary value invested in each of the stocks, and the number of shares bought and sold All this information must be provided for the three portfolios. Additionally, the performance of each portfolio should be compared with an appropriate benchmark (justification of the benchmark should be provided) and with the use of risk- adjusted performance measures, for example, Sharpe ratio, Sortino ratio, and alpha. I
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