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Use EXCEL formula to complete the question 1.For the next few parts, assume a portfolio of 60% stock and 40% S&P 500. If you rebalanced
Use EXCEL formula to complete the question
1.For the next few parts, assume a portfolio of 60% stock and 40% S&P 500. If you rebalanced such a portfolio every week to keep the weights at 0.6/0.4, what was the holding period return over the 10 weeks for the portfolio? Enter your answer as a decimal number (not in percent).
2.What is the standard deviation of weekly returns for such a portfolio if you rebalanced every week? Enter your answer as a decimal number (not in percent).
3.What is the beta of such a portfolio if you rebalanced every week?
\begin{tabular}{|c|c|r|r|l|} \hline & A & B & \multicolumn{1}{|c|}{ C } & D \\ \hline 1 & Week & Stock & S\&P 500 & \\ \hline 2 & 0 & 36.07 & 2,630 & \\ \hline 3 & 1 & 36.71 & 2,572 & \\ \hline 4 & 2 & 39.64 & 2,590 & \\ \hline 5 & 3 & 39.01 & 2,623 & \\ \hline 6 & 4 & 36.73 & 2,676 & \\ \hline 7 & 5 & 39.03 & 2,602 & \\ \hline 8 & 6 & 40.8 & 2,689 & \\ \hline 9 & 7 & 36.01 & 2,628 & \\ \hline 10 & 8 & 36.34 & 2,726 & \\ \hline 11 & 9 & 37.22 & 2,879 & \\ \hline 12 & 10 & 38.39 & 2,842 & \\ \hline 13 & Sum & 415.95 & 29,457 & = SUM(C2:C12) \\ \hline \end{tabular}Step by Step Solution
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