Question
You are currently working as an analyst at Financial Consulting Bhd. Your boss has instructed you to form an equity fund portfolio which consists of
You are currently working as an analyst at Financial Consulting Bhd. Your boss has instructed you to form an equity fund portfolio which consists of TWO SERVICE COMPANIES. The portfolios have total fund size of RM10 million. Before you can start with your analysis, you have to collect monthly stock prices of each stock in your portfolio over the last 12 months. (Hint: The selected companies should be listed in Bursa Malaysia). You are required to: Compute covariance and correlation between each possible pair of stocks in your portfolio. (10 Marks)
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