Question
Will need monthly (adjusted) closing prices for the following stocks. Yahoo Finance (finance.yahoo.com) and please collect monthly stock data on the following companies for the
Will need monthly (adjusted) closing prices for the following stocks. Yahoo Finance (finance.yahoo.com) and please collect monthly stock data on the following companies for the period 10/1/2012 through 10/1/2017:
Hilton Worldwide (HLT)
Kennedy-Wilson Holdings (KW)
Realogy Holding Corp (RLGY)
Duke Realty Corp (DRE)
Amazon (AMZN)
Apple (AAPL)
Ford (F)
Boeing (BA)
S&P 500 (GSPC)
Please form all two-asset portfolios from the four real estate stocks (HLT, KW, RLGY and DRE) only using the 2-year window data. Calculate the minimum variance portfolio for each pair and report the expected return and standard deviation of each pair.
Date | Close HLT | Close KW | Close RLGY | Close DRE | Close AMZN | Close AAPL | Close F | Close BA | Close GSPC |
12/1/13 | 45.657001 | null | null | null | null | null | null | null | null |
1/1/14 | 44.4258 | 24.02 | 45.57 | 15.71 | 358.690002 | 71.514282 | 14.96 | 125.260002 | 1782.589966 |
2/1/14 | 45.882721 | 25.299999 | 47.459999 | 16.799999 | 362.100006 | 75.177139 | 15.39 | 128.919998 | 1859.449951 |
3/1/14 | 45.636478 | 22.51 | 43.450001 | 16.879999 | 336.369995 | 76.677139 | 15.6 | 125.489998 | 1872.339966 |
4/1/14 | 44.795158 | 21.84 | 42.049999 | 17.52 | 304.130005 | 84.298569 | 16.15 | 129.020004 | 1883.949951 |
5/1/14 | 46.416241 | 24.77 | 37.18 | 17.700001 | 312.549988 | 90.428574 | 16.440001 | 135.25 | 1923.569946 |
6/1/14 | 47.8116 | 26.82 | 37.709999 | 18.16 | 324.779999 | 92.93 | 17.24 | 127.230003 | 1960.22998 |
7/1/14 | 49.678921 | 23.4 | 36.759998 | 17.99 | 312.98999 | 95.599998 | 17.02 | 120.480003 | 1930.670044 |
8/1/14 | 51.956638 | 26.120001 | 40.77 | 18.6 | 339.040009 | 102.5 | 17.41 | 126.800003 | 2003.369995 |
9/1/14 | 50.54076 | 23.959999 | 37.200001 | 17.18 | 322.440002 | 100.75 | 14.79 | 127.379997 | 1972.290039 |
10/1/14 | 51.79248 | 27.09 | 41.009998 | 18.959999 | 305.459991 | 108 | 14.09 | 124.910004 | 2018.050049 |
11/1/14 | 53.80344 | 25.99 | 46.02 | 19.440001 | 338.640015 | 118.93 | 15.73 | 134.360001 | 2067.560059 |
12/1/14 | 53.536678 | 25.299999 | 44.490002 | 20.200001 | 310.350006 | 110.379997 | 15.5 | 129.979996 | 2058.899902 |
1/1/15 | 53.290489 | 26.59 | 46.5 | 21.83 | 354.529999 | 117.160004 | 14.71 | 145.369995 | 1994.98999 |
2/1/15 | 58.01009 | 26.76 | 46 | 21.360001 | 380.160004 | 128.460007 | 16.34 | 150.850006 | 2104.5 |
3/1/15 | 60.780293 | 26.139999 | 45.48 | 21.77 | 372.100006 | 124.43 | 16.139999 | 150.080002 | 2067.889893 |
4/1/15 | 59.425972 | 24.780001 | 47.41 | 19.809999 | 421.779999 | 125.150002 | 15.8 | 143.339996 | 2085.51001 |
5/1/15 | 59.425972 | 25.57 | 46.950001 | 19.559999 | 429.230011 | 130.279999 | 15.17 | 140.520004 | 2107.389893 |
6/1/15 | 56.53265 | 24.59 | 46.720001 | 18.57 | 434.089996 | 125.43 | 15.01 | 138.720001 | 2063.110107 |
7/1/15 | 55.096249 | 25.32 | 45.52 | 20.17 | 536.150024 | 121.300003 | 14.83 | 144.169998 | 2103.840088 |
8/1/15 | 50.951206 | 23.959999 | 40.299999 | 18.549999 | 512.890015 | 112.919998 | 13.87 | 130.679993 | 1972.180054 |
9/1/15 | 47.072922 | 22.17 | 37.630001 | 19.049999 | 511.890015 | 110.300003 | 13.57 | 130.949997 | 1920.030029 |
10/1/15 | 51.607845 | 24.52 | 39.099998 | 20.700001 | 625.900024 | 119.5 | 14.81 | 148.070007 | 2079.360107 |
11/1/15 | 52.141365 | 26.1 | 41.310001 | 20.35 | 664.799988 | 118.300003 | 14.33 | 145.449997 | 2080.409912 |
12/1/15 | 43.912838 | 24.08 | 36.669998 | 21.02 | 675.890015 | 105.260002 | 14.09 | 144.589996 | 2043.939941 |
1/1/16 | 36.546154 | 20.280001 | 32.799999 | 20.129999 | 587 | 97.339996 | 11.94 | 120.129997 | 1940.23999 |
2/1/16 | 42.640598 | 19.02 | 31.969999 | 20.68 | 552.52002 | 96.690002 | 12.51 | 118.18 | 1932.22998 |
3/1/16 | 46.211082 | 21.9 | 36.110001 | 22.540001 | 593.640015 | 108.989998 | 13.5 | 126.940002 | 2059.73999 |
4/1/16 | 45.246639 | 21.610001 | 35.740002 | 21.870001 | 659.590027 | 93.739998 | 13.56 | 134.800003 | 2065.300049 |
5/1/16 | 42.640598 | 21.32 | 32.799999 | 23.67 | 722.789978 | 99.860001 | 13.49 | 126.150002 | 2096.949951 |
6/1/16 | 46.231602 | 18.959999 | 29.02 | 26.66 | 715.619995 | 95.599998 | 12.57 | 129.869995 | 2098.860107 |
7/1/16 | 47.585922 | 21.049999 | 30.99 | 28.790001 | 758.809998 | 104.209999 | 12.66 | 133.660004 | 2173.600098 |
8/1/16 | 48.981285 | 22.059999 | 26.84 | 28.120001 | 769.159973 | 106.099998 | 12.6 | 129.449997 | 2170.949951 |
9/1/16 | 47.052402 | 22.549999 | 25.860001 | 27.33 | 837.309998 | 113.050003 | 12.07 | 131.740005 | 2168.27002 |
10/1/16 | 46.37524 | 20.6 | 22.889999 | 26.15 | 789.820007 | 113.540001 | 11.74 | 142.429993 | 2126.149902 |
11/1/16 | 51.443687 | 21.35 | 24.15 | 25.43 | 750.570007 | 110.519997 | 11.96 | 150.559998 | 2198.810059 |
12/1/16 | 55.814449 | 20.5 | 26.26 | 26.559999 | 768.659973 | 115.82 | 12.13 | 155.679993 | 2238.830078 |
1/1/17 | 57.580002 | 20.450001 | 25.91 | 24.33 | 823.47998 | 121.349998 | 12.36 | 163.419998 | 2278.870117 |
2/1/17 | 57.200001 | 22.049999 | 27.700001 | 25.639999 | 845.039978 | 136.990005 | 12.53 | 180.229996 | 2363.639893 |
3/1/17 | 58.459999 | 22.200001 | 29.790001 | 26.27 | 886.539978 | 143.660004 | 11.64 | 176.860001 | 2362.719971 |
4/1/17 | 58.970001 | 20.4 | 30.549999 | 27.73 | 924.98999 | 143.649994 | 11.47 | 184.830002 | 2384.199951 |
5/1/17 | 66.470001 | 19.6 | 30.459999 | 28.67 | 994.619995 | 152.759995 | 11.12 | 187.630005 | 2411.800049 |
6/1/17 | 61.849998 | 19.049999 | 32.450001 | 27.950001 | 968 | 144.020004 | 11.19 | 197.75 | 2423.409912 |
7/1/17 | 61.080002 | 20.1 | 33.200001 | 28.59 | 987.780029 | 148.729996 | 11.22 | 242.460007 | 2470.300049 |
8/1/17 | 64.330002 | 19.299999 | 33.900002 | 29.719999 | 980.599976 | 164 | 11.03 | 239.660004 | 2471.649902 |
9/1/17 | 69.449997 | 18.549999 | 32.950001 | 28.82 | 961.349976 | 154.119995 | 11.97 | 254.210007 | 2519.360107 |
10/1/17 | 72.650002 | 19.4 | 31.940001 | 28.379999 | 1110.849976 | 166.720001 | 12.1 | 259.25 | 2572.830078 |
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