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The Excel file Stock Data con ta ins monthly return data for five ( 5 ) stoc ks . a. Us e these returns and
The Excel file Stock Data contains monthly return data for five (5) stocks.
a. Use these returns and the Matrix of Excess Returns to compute the Variance-Covariance Matrix for these five (5) stocks. (Do not use the varcovar VBA function). b. Use the Variance - Covariance Matrix for these five(5) stocks to compute the individual stock proportions for the Global Minimum Variance Portfolio (GMVP). c. Calculate the Expected Return and Risk (Standard Deviation) for the Global Minimum Variance Portfolio (GMVP).
The Excel file Stock Data contains monthly return data for five (5) stocks.
a. Use these returns and the Matrix of Excess Returns to compute the Variance-Covariance Matrix for these five (5) stocks. (Do not use the varcovar VBA function).
b. Use the Variance - Covariance Matrix for these five(5) stocks to compute the individual stock proportions for the Global Minimum Variance Portfolio (GMVP).
c. Calculate the Expected Return and Risk (Standard Deviation) for the Global Minimum Variance Portfolio (GMVP).
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