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Sorry I don't have the stock price data, do me a favour by finding it thanks This assignment is related to Portfolio Theory. You are
Sorry I don't have the stock price data, do me a favour by finding it thanks
This assignment is related to Portfolio Theory. You are required to use the Mar kowitz Portfolio Theory to form your investment portfolio in real world asset in vestment. The key task is to calculate the weight for each asset. Suppose that you are very lucky and receive a bequest of 1 million RMB. Now, you plan to invest some amount in Chinese stock market and save the left in a bank. You may choose 5 stocks in the stock markets. You need to think about t he reasons why you choose these 5 stocks and determine the amounts investe din each of these 5 stocks and your saving amount Some suggestions: 1. Your investment period is from 2019.7-2019.12 2. You may use the monthly data from 2018.7-2019.6 to calculate the mean, variance and covariance for each of these risky assets. 3. Then, following the Markowitz Portfolio Theory to determine the weight for each of these assets. 4. Finally, calculate the realized returns you achieved in your investment perio d (2019.7-2019.12). In this project, you need to think about the risks you may face in your investme nt, and comparing with the stock market return. Requirement: You need to submit a report to show how you implement your investment strat egy before 13:00 pm, May 27, 2020. There is no word count requirement in this report. This assignment is related to Portfolio Theory. You are required to use the Mar kowitz Portfolio Theory to form your investment portfolio in real world asset in vestment. The key task is to calculate the weight for each asset. Suppose that you are very lucky and receive a bequest of 1 million RMB. Now, you plan to invest some amount in Chinese stock market and save the left in a bank. You may choose 5 stocks in the stock markets. You need to think about t he reasons why you choose these 5 stocks and determine the amounts investe din each of these 5 stocks and your saving amount Some suggestions: 1. Your investment period is from 2019.7-2019.12 2. You may use the monthly data from 2018.7-2019.6 to calculate the mean, variance and covariance for each of these risky assets. 3. Then, following the Markowitz Portfolio Theory to determine the weight for each of these assets. 4. Finally, calculate the realized returns you achieved in your investment perio d (2019.7-2019.12). In this project, you need to think about the risks you may face in your investme nt, and comparing with the stock market return. Requirement: You need to submit a report to show how you implement your investment strat egy before 13:00 pm, May 27, 2020. There is no word count requirement in this reportStep by Step Solution
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