Question
The Two stocks have the following data: Turkcell THY 1.01.2019 0,003415 -0,00393 8.01.2019 0,015978 0,003749 15.01.2019 0,006727 0,009334 22.01.2019 0,010747 0,007957 29.01.2019 0,001179 0,015836 5.02.2019
- The Two stocks have the following data:
Turkcell | THY | |
1.01.2019 | 0,003415 | -0,00393 |
8.01.2019 | 0,015978 | 0,003749 |
15.01.2019 | 0,006727 | 0,009334 |
22.01.2019 | 0,010747 | 0,007957 |
29.01.2019 | 0,001179 | 0,015836 |
5.02.2019 | 0,003573 | -0,00479 |
12.02.2019 | 0,00309 | 0,006276 |
19.02.2019 | 0,009675 | -0,00292 |
26.02.2019 | 0,009009 | 0,002409 |
5.03.2019 | -0,00549 | -0,00427 |
12.03.2019 | 0,005096 | 0,013171 |
19.03.2019 | -0,00497 | -0,01739 |
26.03.2019 | -0,00297 | -0,003 |
2.04.2019 | 0 | -0,00199 |
9.04.2019 | -0,0009 | 0,002471 |
16.04.2019 | 0,006314 | 0,009276 |
23.04.2019 | 0,004532 | 0,018555 |
30.04.2019 | -0,02 | 0,003237 |
7.05.2019 | 0,000724 | 0,016377 |
14.05.2019 | -0,00783 | 0,008055 |
21.05.2019 | 0,01616 | 0,02365 |
28.05.2019 | 0,006993 | -0,00039 |
4.06.2019 | -0,00467 | 0,00464 |
11.06.2019 | -0,01628 | -0,00465 |
18.06.2019 | 0,016874 | 0,018903 |
25.06.2019 | -0,00074 | 0,010071 |
2.07.2019 | 0,000722 | 0,011219 |
9.07.2019 | 0,006644 | 0,014582 |
16.07.2019 | 0,008443 | 0,00032 |
23.07.2019 | 0,017849 | -0,0058 |
30.07.2019 | -0,00949 | 0,006783 |
6.08.2019 | 0,003119 | 0,004113 |
13.08.2019 | -0,00201 | 0,008072 |
20.08.2019 | 0,008693 | 0,012125 |
27.08.2019 | 0,003313 | 0,002988 |
3.09.2019 | -0,0058 | 0,003862 |
10.09.2019 | -0,01524 | -0,00237 |
17.09.2019 | 0,005347 | -0,01286 |
24.09.2019 | 0,013875 | -0,01958 |
1.10.2019 | 0,001097 | 0,012159 |
8.10.2019 | 0,015813 | 0,000298 |
15.10.2019 | 0,011102 | 0,020967 |
22.10.2019 | 0,00526 | 0,005875 |
mean | 0,002907 | 0,004497 |
variance | ||
std | 0,008825 | 0,009554 |
corr | 0,172005 |
Assume that the risk free rate is 0,003 and Expected return (used for CML) is defined as 0.003, 0.009, 0.015 and 0.02. Using w1 and w2 weights for the two assets draw the Capital Market Line and Efficient Frontier employing excel. Note: The two plots can be drawn separately.
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