Question: Make up new alpha forecasts and replace those in Spreadsheet. Find the optimal portfolio and its expectedperformance. able A Hisk Parameters of the Investable Universe

Make up new alpha forecasts and replace those in Spreadsheet. Find the optimal portfolio and its expectedperformance.

able A Hisk Parameters of the Investable Universe annualized Excess Retum BataComponent Residual500 SystematicSD oe S&P HP 182 0.2392 TAR 4 Table B: The Index Model Covariance Matrox Table C: Macro Forecast (S&P 50 Forecasts of Alpha Values SHELL S&P 500 Actiwe PA DELL WNIT | TARGET SHELL 0.06720 01748 0.1619 0.1911 0.0705 0.2126 0.3883 0.31780.2941 0.1492 0.03090.0392.0297 0.4045 0.347207349 0.0885 0.1205 5400 0031 0.0789 0.1433 00205 37 0.55051 00001 w,0 0.10090 0.0222 0.0404 0.1891 Overall 6282 Portuollo o 0.0883 0.08 3 0.0646-0.0606 0.05980.1262 00240 Beta narpe ratio 4556 0.0348

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