Reference no: EM132207838

FINANCIAL MANAGEMENT HOMEWORK -

Build a Portfolio with WMT and a second stock corresponding to the last digit(s) of your Panther ID. (Weights are 50% to each stock).

Calculate the return for each of five Months (Feb, Mar, Apr, May, Jun).

Your first return will be February since your first price corresponds to January.

Assume Risk-Free rate is 2%.

1. For each of the two stocks in your portfolio, calculate the following:

A. Expected Return

B. Variance

C. Standard Deviation (σ)

D. Sharpe Ratio

E. Covariance of the Two Assets

F. Coefficient of Correlation (ρ) of the Two Assets

2. For your Portofolio (consisting of two assets), calculate the following:

F. Expected Return

G. Variance

H. Standard Deviation (σ)

Attachment:- Data File.rar