Answered step by step
Verified Expert Solution
Question
1 Approved Answer
use excel and show formulas please Download 5 years of monthly historical price data for AMZN, GM and the S&P 500 (symbol: GSPC) and use
use excel and show formulas please
Download 5 years of monthly historical price data for AMZN, GM and the S&P 500 (symbol: GSPC) and use adjusted close prices. (You can get historical data from finance.yahoo.com) a) Calculate monthly returns, covariance and correlation between AMZN and GM. b) Consider you have a portfolio with 20 shares of AMZN shares and 1000 shares of GM. (Use adjusted close price from 12/10/2021 for their values) Calculate portfolio return, portfolio variance and standard deviation. c) Calculate Beta for AMZN and GM. d) Calculate expected returns of each stock. (Assume market return is 7% and use 1.25% as your risk free rate) Download 5 years of monthly historical price data for AMZN, GM and the S&P 500 (symbol: GSPC) and use adjusted close prices. (You can get historical data from finance.yahoo.com) a) Calculate monthly returns, covariance and correlation between AMZN and GM. b) Consider you have a portfolio with 20 shares of AMZN shares and 1000 shares of GM. (Use adjusted close price from 12/10/2021 for their values) Calculate portfolio return, portfolio variance and standard deviation. c) Calculate Beta for AMZN and GM. d) Calculate expected returns of each stock. (Assume market return is 7% and use 1.25% as your risk free rate) Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started