StockJanuary 22, 2021 Closing Price

CVS 74.12

FDX 254.09

CMG 1495.73

NLOK 20.67

ZM 383.4

StockFebruary 22, 2021 Closing Price

CVS 70.48

FDX 254.67

CMG 1430.54

NLOK 20.51

ZM 394.34

• Estimate their expected monthly returns and covariance matrix.
• Assume that the monthly risk-free rate in the market is 0.1%. What are the proportions of each stock and the expected return and standard deviation of the optimal risky portfolio?
• Plot the efficient frontier for this 5-stock portfolio.

Answer rating: 100% (QA)

To estimate the expected monthly returns and covariance matrix as well as the proportions expected r... View the full answer