Calculate Sharpe ratio for portfolio

Assignment Help Portfolio Management

Reference no: EM133085035

Case

You are a portfolio manager in Merrill Lynch. You have $1 million to invest for your fund.

- Assets Available for investment: Stock - Microsoft

- Portfolio Goal:Capital Appreciation,

- Portfolio Selection Strategies: Risk and Reward Specification

Data recording and analysis:

Download weekly stock price data of your stock
Calculate weekly portfolio returns and standard deviation

Performance Calculation and Analysis:calculate Sharpe ratio for your portfolio
Compare the portfolio Sharpe ratio with that of the market portfolio (Use the S&P500 portfolio as a proxy for the market portfolio)

Prepare your report: You will prepare a report that includes an Introduction of your portfolio, description of the stocks in your portfolio, any major news that moves your stocks, explanation of any theory you applied, the data sources, weekly and overall results, and your conclusion. Include everything, Excel calculation, in a word document.

- Assessment Matrix:
- Portfolio setup: 30%
Weekly Data Analysis: 30%
- Application of investment theory: 40%

Attachment:- Investment Analysis - Case.rar

Reference no: EM133085035

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