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1.
price data for Apple (AAPL), Kroger (KR), and Boeing (BA), during the
period 1/1/2011-12/31/2018. 2. (20
Points) Combine all the data you obtained into ONE Excel Workbook, and
calculate the weekly returns for each of these stocks. Note that you
will not be able to do it for the first week of data.3.
(20 Points) Calculate the AVERAGE weekly return for each stock, as well
as the STANDARD DEVIATION of these weekly stock returns. Also calculate
AVERAGE returns scaled by the standard deviation. Briefly (at most a
paragraph) comment on these three sets of summary numbers paying
attention to rankings of the average returns, standard deviations, and
scaled average returns.4.
(40 Points) As we have done in the class, compute the inputs for the
Minimum Variance Boundary. Namely, for a collection of average returns
(at least 12 of them, ranging from values below the minimum of the
average returns of the three stocks as well as above the maximum of the
average returns of the three stocks) find the portfolio weights that
will minimize the risk of the portfolios formed using these three
stocks, subject to the constraint that average return of the portfolios
is equal to the selected average return. Once you have these numbers,
draw a graph of the Minimum Variance Boundary using the selected average
returns and the risk of the portfolios with minimum variance (risk).
You can do this using the Scatter Plot tool.Once you are done, upload the Excel file to turn in your assignment

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