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What are the weights on the two stocks to achieve the optimal risky portfolio for Mary? What are the mean and standard deviation of returns
What are the weights on the two stocks to achieve the optimal risky portfolio for Mary? What are the mean and standard deviation of returns on her optimal risky portfolio? Must show your calculation by including the formulas you used
-0.0123 Stock 1 Date Adj Close Retum 1/1/2013 14.18221 2/1/2013 13.74351 -0.03093 3/1/2013 13.86306 0.008699 4/1/2013 13.86682 0.000271 5/1/2013 14.08448 0.015696 6/1/2013 12.50058 -0.11246 7/1/2013 14.26598 0.141225 8/1/2013 15.35958 0.076658 9/1/2013 15.12874 -0.01503 10/1/2013 16.58688 0.096382 11/1/2013 17.64581 0.063841 12/1/2013 17.90683 0.014792 1/1/2014 15.97833 -0.1077 2/1/2014 16.79671 0.051218 3/1/2014 17.23441 0.026059 4/1/2014 18.94745 0.099396 5/1/2014 20.32526 0.072718 6/1/2014 21.00416 0.033402 7/1/2014 21.60764 0.028731 8/1/2014 23.16718 0.072176 9/1/2014 22.88492 -0.01218 10/1/2014 24.53171 0.07196 11/1/2014 27.01442 0.101204 12/1/2014 25.18104 -0.06787 1/1/2015 26.72777 0.061424 2/1/2015 29.30564 0.096449 3/1/2015 28.4983 -0.02755 4/1/2015 28.66321 0.005787 5/1/2015 29.83814 0.040991 6/1/2015 28.84733 -0.03321 7/1/2015 27.89748 -0.03293 8/1/2015 25.93339 -0.0704 9/1/2015 25.48245 -0.01739 10/1/2015 27.60791 0.083409 11/1/2015 27.33068 -0.01004 12/1/2015 24.42216 -0.10642 1/1/2016 22.58458 -0.07524 2/1/2016 22.43377 -0.00668 3/1/2016 25.4248 0.133327 4/1/2016 21.86733 -0.13992 5/1/2016 23.29499 0.065287 6/1/2016 22.43701 -0.03683 7/1/2016 24.45775 0.090063 8/1/2016 24.90132 0.018137 9/1/2016 26.6762 0.071276 10/1/2016 26.79182 0.004334 11/1/2016 26.0792 -0.0266 12/1/2016 27.47014 0.053336 1/1/2017 28.78175 0.047747 2/1/2017 32.49124 0.128883 3/1/2017 34.22096 0.053236 4/1/2017 34.21858 -7E-05 5/1/2017 36.38865 0.063418 6/1/2017 34.44832 -0.05332 7/1/2017 35.57491 0.032704 8/1/2017 39.22735 0.102669 9/1/2017 37.0089 -0.05655 10/1/2017 40.59165 0.096808 11/1/2017 41.26643 0.016623 Stock 2 Date Adj Close Return 1/1/2013 131.1853 2/1/2013 132.8711 0.01285 3/1/2013 130.999 -0.01409 4/1/2013 130.0376 -0.00734 5/1/2013 144.2904 0.109605 6/1/2013 135.0746 -0.06387 7/1/2013 146.4878 0.084496 8/1/2013 135.8604 -0.07255 9/1/2013 141.7528 0.043371 10/1/2013 144.1271 0.01675 11/1/2013 151.3666 0.05023 12/1/2013 159.3427 0.052694 1/1/2014 147.5309 -0.07413 2/1/2014 149.6253 0.014196 3/1/2014 147.7854 4/1/2014 144.1505 -0.0246 5/1/2014 144.1414 -6.3E-05 6/1/2014 151.5386 0.051319 7/1/2014 156.4529 0.03243 8/1/2014 162.1003 0.036096 9/1/2014 166.652 0.028079 10/1/2014 172.4803 0.034973 11/1/2014 171.0459 -0.00832 12/1/2014 176.5282 0.032052 1/1/2015 157.0202 -0.11051 2/1/2015 172.8489 0.100806 3/1/2015 171.7288 -0.00648 4/1/2015 179.4486 0.044954 5/1/2015 188.3745 0.04974 6/1/2015 191.3448 0.015768 7/1/2015 187.9356 -0.01782 8/1/2015 172.8417 -0.08031 9/1/2015 159.7906 -0.07551 10/1/2015 172.426 0.079075 11/1/2015 174.7434 0.01344 12/1/2015 166.308 -0.04827 1/1/2016 149.0802 -0.10359 2/1/2016 137.9794 -0.07446 3/1/2016 145.4833 0.054384 4/1/2016 152.0912 0.04542 5/1/2016 147.8002 -0.02821 6/1/2016 138.2629 -0.06453 7/1/2016 147.7826 0.068852 8/1/2016 157.6931 0.067061 9/1/2016 150.6586 -0.04461 10/1/2016 166.512 0.105227 11/1/2016 204.861 0.230307 12/1/2016 224.3879 0.095318 1/1/2017 214.8951 -0.04231 2/1/2017 232.4563 0.08172 3/1/2017 215.8326 -0.07151 4/1/2017 210.2705 -0.02577 5/1/2017 198.4885 -0.05603 6/1/2017 209.1872 0.053901 7/1/2017 212.4207 0.015458 8/1/2017 210.9218 -0.00706 9/1/2017 224.3649 0.063735 10/1/2017 229.3689 0.022303 11/1/2017 234.2499 0.02128 -0.0123 Stock 1 Date Adj Close Retum 1/1/2013 14.18221 2/1/2013 13.74351 -0.03093 3/1/2013 13.86306 0.008699 4/1/2013 13.86682 0.000271 5/1/2013 14.08448 0.015696 6/1/2013 12.50058 -0.11246 7/1/2013 14.26598 0.141225 8/1/2013 15.35958 0.076658 9/1/2013 15.12874 -0.01503 10/1/2013 16.58688 0.096382 11/1/2013 17.64581 0.063841 12/1/2013 17.90683 0.014792 1/1/2014 15.97833 -0.1077 2/1/2014 16.79671 0.051218 3/1/2014 17.23441 0.026059 4/1/2014 18.94745 0.099396 5/1/2014 20.32526 0.072718 6/1/2014 21.00416 0.033402 7/1/2014 21.60764 0.028731 8/1/2014 23.16718 0.072176 9/1/2014 22.88492 -0.01218 10/1/2014 24.53171 0.07196 11/1/2014 27.01442 0.101204 12/1/2014 25.18104 -0.06787 1/1/2015 26.72777 0.061424 2/1/2015 29.30564 0.096449 3/1/2015 28.4983 -0.02755 4/1/2015 28.66321 0.005787 5/1/2015 29.83814 0.040991 6/1/2015 28.84733 -0.03321 7/1/2015 27.89748 -0.03293 8/1/2015 25.93339 -0.0704 9/1/2015 25.48245 -0.01739 10/1/2015 27.60791 0.083409 11/1/2015 27.33068 -0.01004 12/1/2015 24.42216 -0.10642 1/1/2016 22.58458 -0.07524 2/1/2016 22.43377 -0.00668 3/1/2016 25.4248 0.133327 4/1/2016 21.86733 -0.13992 5/1/2016 23.29499 0.065287 6/1/2016 22.43701 -0.03683 7/1/2016 24.45775 0.090063 8/1/2016 24.90132 0.018137 9/1/2016 26.6762 0.071276 10/1/2016 26.79182 0.004334 11/1/2016 26.0792 -0.0266 12/1/2016 27.47014 0.053336 1/1/2017 28.78175 0.047747 2/1/2017 32.49124 0.128883 3/1/2017 34.22096 0.053236 4/1/2017 34.21858 -7E-05 5/1/2017 36.38865 0.063418 6/1/2017 34.44832 -0.05332 7/1/2017 35.57491 0.032704 8/1/2017 39.22735 0.102669 9/1/2017 37.0089 -0.05655 10/1/2017 40.59165 0.096808 11/1/2017 41.26643 0.016623 Stock 2 Date Adj Close Return 1/1/2013 131.1853 2/1/2013 132.8711 0.01285 3/1/2013 130.999 -0.01409 4/1/2013 130.0376 -0.00734 5/1/2013 144.2904 0.109605 6/1/2013 135.0746 -0.06387 7/1/2013 146.4878 0.084496 8/1/2013 135.8604 -0.07255 9/1/2013 141.7528 0.043371 10/1/2013 144.1271 0.01675 11/1/2013 151.3666 0.05023 12/1/2013 159.3427 0.052694 1/1/2014 147.5309 -0.07413 2/1/2014 149.6253 0.014196 3/1/2014 147.7854 4/1/2014 144.1505 -0.0246 5/1/2014 144.1414 -6.3E-05 6/1/2014 151.5386 0.051319 7/1/2014 156.4529 0.03243 8/1/2014 162.1003 0.036096 9/1/2014 166.652 0.028079 10/1/2014 172.4803 0.034973 11/1/2014 171.0459 -0.00832 12/1/2014 176.5282 0.032052 1/1/2015 157.0202 -0.11051 2/1/2015 172.8489 0.100806 3/1/2015 171.7288 -0.00648 4/1/2015 179.4486 0.044954 5/1/2015 188.3745 0.04974 6/1/2015 191.3448 0.015768 7/1/2015 187.9356 -0.01782 8/1/2015 172.8417 -0.08031 9/1/2015 159.7906 -0.07551 10/1/2015 172.426 0.079075 11/1/2015 174.7434 0.01344 12/1/2015 166.308 -0.04827 1/1/2016 149.0802 -0.10359 2/1/2016 137.9794 -0.07446 3/1/2016 145.4833 0.054384 4/1/2016 152.0912 0.04542 5/1/2016 147.8002 -0.02821 6/1/2016 138.2629 -0.06453 7/1/2016 147.7826 0.068852 8/1/2016 157.6931 0.067061 9/1/2016 150.6586 -0.04461 10/1/2016 166.512 0.105227 11/1/2016 204.861 0.230307 12/1/2016 224.3879 0.095318 1/1/2017 214.8951 -0.04231 2/1/2017 232.4563 0.08172 3/1/2017 215.8326 -0.07151 4/1/2017 210.2705 -0.02577 5/1/2017 198.4885 -0.05603 6/1/2017 209.1872 0.053901 7/1/2017 212.4207 0.015458 8/1/2017 210.9218 -0.00706 9/1/2017 224.3649 0.063735 10/1/2017 229.3689 0.022303 11/1/2017 234.2499 0.02128Step by Step Solution
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