Question

You have been asked to evaluate the monthly stock price growth for a portfolio which contains the following firms: 3M Company, Alcoa, Inc., Intel Corporation, Potlatch Corp., General Motors, and Sea Containers. The fraction of the portfolio dollar value for each firm will be the same. Using the data file Return on Stock Price 60 month, compute the mean and variance for the stock price growth and the covariance between them. Then determine the mean and variance for the entire portfolio.


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  • CreatedJuly 07, 2015
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