"Running head: INVESTMENT PORTFOLIO1Investment Portfolio NameInstitution INVESTMENT PORTFOLIO2Investment Portfolio The worksheet is an outline of financial calculations and statistical presentation ofinvestment portfolios of; IBM, Apple incorporation, Pepsi CO, Coca-Cola, Proctor and Gamble,Exxon Mobile and Chevron Corporation. Consequently, the figures presented have beencalculated from historical data and are used by investors to make a decision on the bestinvestment portfolio to go with. Presented tables are filled with tabulated figures to present,standard deviation on expected return, correlation matrix and standard deviation, variance andcovariance tables, optimal portfolio weight graphs and opportunity set of risky assets.Presentations in the tables and graphs have derived from a distinctive set of companies toclearly be in a position to compare and show the performance of the portfolios in a similar set ofperiods. Therefore, companies have sought from mobile and IT industry, and food and beverageindustry. As a result, these assist in relating the performance of their portfolio comparing themwith market performance of similar companies in the market. Data has been calculated and presented in the standard form making it possible tocompare, contrast, assess and forecast performance of the organization.In the worksheet, eachset of calculation is used to present a set of information different from another. Calculations andtabulations are done with respective historical data from the individual company and furthercorrelated together to give additional information and ease comparison and performance. Thehallmark of the worksheet is to the show performance of the portfolios of the companies andrelationship between them in market performance. Learning Outcome From historical prices, it is clear that prices have not been static and certain overtimeperiod presented. From historical prices of the seven companies, no one trading period INVESTMENT PORTFOLIO3corresponds with another in 100% similarity. This shows that stock prices are hard to predictsince matters affecting the market on one trading period are different in another period. Investorsshould not rely heavily on previous performance to predict prices of future trades. They shouldthere do further statistical analysis like time series and stochastic probabilities to assess futureprices.Histograms presented to show a relationship in the performance of both weekly andmonthly returns. All histograms of individual companies show a similar trend of corn shapedbars. This shows that return in the market for all the companies presented follow a similar trendand hence prediction made are reliable if market forces are kept constant. Statistical analysis and portfolio analysis are used to calculate expected return into othercompanies. In the worksheet, expected return is calculated as the weighted average of the profitsof the assets in the portfolio. Expected return is used to show the most problem outcome of atrade. It is used by investors to assess which portfolio is the best to invest in. From theworksheet, apple inc is leading with highest expected return of 0.7109% followed by IBM with0.3278%. The least on the list is Exxon Mobile with 0.102. From the table, potential investorsshould invest in Apple Inc and IBM since they have I high expected return.Weekly correlation metrics and variance-covariance matrix are calculated to show theamount or number of portfolios that an investor can venture into optimum yield profit. They arestatistical calculations of multi variants calculated for different portfolios to show the best mix ofinvestment (Schmee, Oppenlander,& SAS Institute 2010). In the worksheet, weekly correlationshows the mix of weekly portfolio performance and the best mix that would give the highestreturn with a minimal risk. A mix of coca cola and Pepsi portfolios, for example, would give thehighest figure of 0.619820767. From variance covariant matrix, a mix that would give an optimal INVESTMENT PORTFOLIO4return with least risk is shown and from the table, for example, a mix of Apple Inc and Pepsiwould give the least risk of 0.01285%.The worksheet provides detailed information and guidelines for the best investment to goby. Calculations in the worksheet and presented figures are used for investment purposes andreporting of individual respective stock performance.Apple is seen as the best performinginvestment, and a mix of other investments like IBM and Pepsi would give a higher rate ofexpected return. IT companies are seen to perform better that beverage companies. "