Question
Using excel and show the steps in the simplest way you can please. 1. Using the assets given in table below create your portfolio and
Using excel and show the steps in the simplest way you can please.
1. Using the assets given in table below create your portfolio and
a. Calculate asset returns and standard deviations (15 MARKS)
b. Calculate variance/covariance matrix for the portfolio (30 MARKS)
c. Estimate portfolio risks for your target returns through the solver (30 MARKS)
d. Plot the efficient frontier for your optimized portfolio (25 MARKS)
Date | X | Y | Z |
3-Apr-20 | 627.7 | 33.989 | 584.78 |
6-Apr-20 | 629.7 | 33.316 | 570.77 |
7-Apr-20 | 609.4 | 33.308 | 570.92 |
8-Apr-20 | 621.7 | 34.849 | 604.93 |
9-Apr-20 | 619.6 | 34.605 | 600 |
10-Apr-20 | 614 | 33.924 | 585.65 |
13-Apr-20 | 657.3 | 31.215 | 521.13 |
14-Apr-20 | 655.5 | 32.333 | 545.5 |
15-Apr-20 | 697.4 | 35.056 | 603.39 |
16-Apr-20 | 704.7 | 35.969 | 623.41 |
17-Apr-20 | 700.4 | 35.926 | 623.55 |
20-Apr-20 | 671.2 | 34.555 | 594.23 |
21-Apr-20 | 680.4 | 35.43 | 613.5 |
22-Apr-20 | 676 | 34.993 | 604.29 |
23-Apr-20 | 663.1 | 34.742 | 599.24 |
24-Apr-20 | 635 | 34.484 | 594.67 |
27-Apr-20 | 616.3 | 33.716 | 578.54 |
28-Apr-20 | 792 | 36.981 | 641.87 |
29-Apr-20 | 790.1 | 37.442 | 652.3 |
30-Apr-20 | 651.4 | 36.261 | 643.33 |
1-May-20 | 639.1 | 35.597 | 628.84 |
4-May-20 | 621.5 | 33.757 | 590.61 |
5-May-20 | 668.5 | 31.197 | 521.58 |
6-May-20 | 682.2 | 31.186 | 521.63 |
7-May-20 | 653.4 | 36.257 | 642.3 |
8-May-20 | 743.1 | 35.756 | 615.6 |
11-May-20 | 729.9 | 34.719 | 593.67 |
12-May-20 | 657.3 | 31.215 | 521.13 |
13-May-20 | 628.7 | 34.424 | 605.45 |
14-May-20 | 644.2 | 35.075 | 620.12 |
15-May-20 | 627.2 | 34.811 | 616.15 |
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