Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

What weights of each ticker result in the least standard deviation of the portfolio? Provide the weights: WMT: BLK: PG: JNJ: GLD: begin{tabular}{|c|c|c|c|c|c|c|} hline A

image text in transcribed

What weights of each ticker result in the least standard deviation of the portfolio? Provide the weights:

WMT: BLK: PG: JNJ: GLD:

\begin{tabular}{|c|c|c|c|c|c|c|} \hline A & B & C & D & E & F & G \\ \hline 1 & & WMT & BLK & PG & JNJ & GLD \\ \hline 2 & MEAN & 0.0130 & 0.0117 & 0.0098 & 0.0061 & 0.0058 \\ \hline 3 & STD & 0.0538 & 0.0751 & 0.0493 & 0.0485 & 0.0394 \\ \hline \\ \hline \multicolumn{7}{|l|}{5} \\ \hline \multicolumn{7}{|c|}{6} \\ \hline 7 & x & ? & ? & ? & ? & ? \\ \hline 8 & & \multicolumn{4}{|c|}{ Covariance Matrix Matrix } & \\ \hline WMT & ? & 0.002889 & 0.001649 & 0.001231 & 0.001227 & 0.000386 \\ \hline BLK & ? & 0.001649 & 0.005634 & 0.001025 & 0.001583 & 0.000333 \\ \hline PG & ? & 0.001231 & 0.001025 & 0.002432 & 0.001180 & 0.000729 \\ \hline JNJ & ? & 0.001227 & 0.001583 & 0.001180 & 0.002352 & 0.000306 \\ \hline GOLD & ? & 0.000386 & 0.000333 & 0.000729 & 0.000306 & 0.001556 \\ \hline \end{tabular}

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Students also viewed these Finance questions