Find the minimum-variance risky portfolio

Assignment Help Financial Management

Reference no: EM132598304

Project (Efficient portfolios and Efficient frontier)

You are assigned with five stocks (See the assigned firm name and ticker on BB) and you are expected to build the investment opportunity set using those five stocks. Please collect monthly stock price from FINANCEYAHOO and employ the data range from Jan 1, 2015 to June 30, 2019. Then using the risk-free rate of 0.33%, you are expected to develop the complete portfolio and develop the efficient frontier of these six securities (T-bill and five stocks).

1. Collect monthly stock price data from Jan 1, 2015 to June 30, 2019 (See my example with the sheet entitled Data)

2. Compute monthly stock returns and standard deviation (See my example with the sheet entitled Data)

3. Develop Table of Covariance of these five stocks (See my example with the sheet entitled Data)

4. Find the Minimum-Variance risky portfolio (See my example with the sheet entitled MVP)

5. Find the Efficient Risky portfolios (See my example with the sheet entitled EF , Result, and Graph)

6. Develop the capital market line using T-bill rate of 0.33% (See my example with the sheet entitled MVP, Result, and Graph)

Reference no: EM132598304

Questions Cloud

Identify global environment for the company : Identify a Global Environment for the company (an international country for the company). What barriers exist in the new Global Country/Environment?

Define how you could apply key interventions : Post an explanation of how you could apply key interventions supported by the scholarly research evidence to potentially help resolve the issue in measurable.

Find the dollar amount of the total depreciation : The rest remained in finished good inventory. Use this information to find dollar amount of the total depreciation that will be contained in Cost of Goods Sold

Document in the patient chart : Document the situation and outcome as thought you were the medical assistant providing care to the patient.

Find the minimum-variance risky portfolio : Compute monthly stock returns and standard deviation. Find the Minimum-Variance risky portfolio. Find the Efficient Risky portfolios

What is a danger of untreated gerd : Are Mr. Berger's symptoms of dysphagia, heartburn, and regurgitation specific to GERD? In addition to discomfort, what is a danger of untreated GERD?

How do not have the ability to digest fire : How do not have the ability to digest fire. If humans had the ability to digest cellulose, what impact would a high fibre diet have glucose levels? Explain why.

Current trends in consolidations-mergers and acquisitions : What are the current trends in consolidations, mergers and acquisitions within the past few years? What is expected in the future?

Find interesting or surprising about information : What do you find interesting or surprising about the information in the video? How does it relate back to your weekly objectives?

User Account

All Pages