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You have invested a total of $500,000 in portfolio XYZ. Compute the following for the portfolio data listed below. Weighting: Stock A 25%; Stock B
You have invested a total of $500,000 in portfolio XYZ. Compute the following for the portfolio data listed below. Weighting: Stock A 25%; Stock B 15%, Stock C 25%; Stock D 35%. (Please show all Excel formulas)
1) Daily returns for each stock
2) Return for each stock for the entire portfolio holding period (4/30/20 - 5/15/20)
3) Portfolio Beta
4) Portfolio Standard Deviation
Portfolio XYX | ||||||||||
Stock A | Stock B | Stock C | Stock D | Index | ||||||
Date | Adj Close | Returns | Adj Close | Returns | Adj Close | Returns | Adj Close | Returns | Adj Close | Returns |
4/30/2020 | 174.854 | 166.2354 | 46.22567 | 155.254 | 8854.57 | |||||
5/1/2020 | 173.256 | 165.9093 | 46.51324 | 150.36 | 8786.92 | |||||
5/4/2020 | 175.6105 | 161.8867 | 47.243 | 152.238 | 8710.71 | |||||
5/5/2020 | 177.4958 | 167.4687 | 47.10609 | 153.642 | 8809.12 | |||||
5/6/2020 | 179.2437 | 162.9562 | 48.24047 | 156.516 | 8854.39 | |||||
5/7/2020 | 180.2845 | 167.4499 | 48.75877 | 156.008 | 8979.66 | |||||
5/8/2020 | 181.345 | 170.3019 | 50.25497 | 163.884 | 9121.32 | |||||
5/11/2020 | 183.3678 | 172.7786 | 49.97138 | 162.258 | 9192.34 | |||||
5/12/2020 | 179.2142 | 168.0972 | 50.71459 | 161.882 | 9002.55 | |||||
5/13/2020 | 176.504 | 166.9528 | 52.03478 | 158.192 | 8863.17 | |||||
5/14/2020 | 177.27 | 169.3544 | 51.5067 | 160.666 | 8943.72 | |||||
5/15/2020 | 179.8524 | 169.8704 | 51.83919 | 159.834 | 9014.56 | |||||
Stock return |
| Stock return | Stock return | Stock return | return |
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