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Using the data in below determine the optimal risky portfolio which is constructed out of the three asset classes: gold, NASDAQ and BOND (this is
Using the data in below determine the optimal risky portfolio which is constructed out of the three asset classes: gold, NASDAQ and BOND (this is a broad bond fund).
(Note: be sure to calculate returns before any further analysis. Assume a risk-free rate for the question of 0%)
Date | GOLD | NASDAQ | BOND |
2021/3/1 | 1700.2 | 12723.47 | 109.872093 |
2021/2/1 | 1728.1 | 13192.35 | 110.653488 |
2021/1/1 | 1847.3 | 13070.69 | 112.127403 |
2020/12/1 | 1893.1 | 12888.28 | 112.186867 |
2020/11/1 | 1775.7 | 12198.74 | 111.549568 |
2020/10/1 | 1877.4 | 10911.59 | 110.106415 |
2020/9/1 | 1887.5 | 11167.51 | 110.827652 |
2020/8/1 | 1967.6 | 11775.46 | 110.667252 |
2020/7/1 | 1962.8 | 10745.27 | 110.998344 |
2020/6/1 | 1793 | 10058.77 | 109.277649 |
2020/5/1 | 1736.9 | 9489.87 | 107.552856 |
2020/4/1 | 1684.2 | 8889.55 | 106.743065 |
2020/3/1 | 1583.4 | 7700.1 | 103.180222 |
2020/2/1 | 1564.1 | 8567.37 | 107.91925 |
2020/1/1 | 1582.9 | 9150.94 | 106.581665 |
2019/12/1 | 1519.5 | 8972.6 | 103.939621 |
2019/11/1 | 1465.6 | 8665.47 | 104.383194 |
2019/10/1 | 1511.4 | 8292.36 | 104.124367 |
2019/9/1 | 1465.7 | 7999.34 | 104.126244 |
2019/8/1 | 1519.1 | 7962.88 | 104.494011 |
2019/7/1 | 1426.1 | 8175.42 | 102.43396 |
2019/6/1 | 1409.7 | 8006.24 | 101.898933 |
2019/5/1 | 1305.8 | 7453.15 | 100.691711 |
2019/4/1 | 1282.8 | 8095.39 | 99.293121 |
2019/3/1 | 1293 | 7729.32 | 99.175415 |
2019/2/1 | 1312.8 | 7532.53 | 97.38089 |
2019/1/1 | 1319.7 | 7281.74 | 97.483932 |
2018/12/1 | 1278.3 | 6635.28 | 95.69117 |
2018/11/1 | 1220.2 | 7330.54 | 94.201454 |
2018/10/1 | 1212.3 | 7305.9 | 93.943863 |
2018/9/1 | 1191.5 | 8046.35 | 94.454971 |
2018/8/1 | 1200.3 | 8109.54 | 94.915451 |
2018/7/1 | 1223.7 | 7671.79 | 94.318016 |
2018/6/1 | 1251.3 | 7510.3 | 94.27256 |
2018/5/1 | 1300.1 | 7442.12 | 94.148331 |
2018/4/1 | 1316.2 | 7066.27 | 93.577637 |
2018/3/1 | 1322.8 | 7063.45 | 94.558929 |
2018/2/1 | 1315.5 | 7273.01 | 94.044556 |
2018/1/1 | 1339 | 7411.48 | 95.103279 |
2017/12/1 | 1306.3 | 6903.39 | 95.427223 |
2017/11/1 | 1273.2 | 6873.97 | 95.405296 |
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