Portfolio choice theory

Order Details/Description

Study the 5 daily stock price series attached

Final Project Description

1.consolidate all the data into one EXCEL file, Be careful when merging the individual companies data: it may happen that for some companies, prices on certain dates are missing. If this happens to you, you can fill in the missing value by using the price from the previous trading day. Once you have merged all the individual companies data into one file, the resulting EXCEL table should have the same number of rows across different companies.

  1. Answer the following questions:
    • What is the mean-variance portfolio of your stocks that gives an expected return μ=8%?
    • What is the variance of that portfolio?

The EXCEL sheet should have all the formulas programmed in. You can simply highlight the cells that contain the final answers to the two questions in 3. The sheet should be such that I can check all your computations and see where you got your final answers from. You do not need to write anything up in addition – your EXCEL sheet is sufficient proof of work.

 

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