Calculate the expected return of your portfolio

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Reference no: EM132011768

Collect 60 months of stock prices (make sure that you have 60 months of trading data through finance.yahoo.com do not choose young stocks like Facebook) and calculate the returns. (Each portfolio is weighted .25)

a. Calculate the mean return and standard deviation for each security.

b. Calculate the expected return of your portfolio.

c. Calculate the covariance and correlation matrix of the securities in your portfolio.

d. Calculate the variance and standard deviation of your portfolio.

e. From Kenneth French data website download the market and risk free rate returns.

f. Calculate the Sharpe ratio of your portfolio and for the market index.

Reference no: EM132011768

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