Compute the variance-covariance matrix for the 10 stocks. Using the monthly average returns and a monthly risk-free
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Compute the variance-covariance matrix for the 10 stocks. Using the monthly average returns and a monthly risk-free interest rate of 0.20%, compute an efficient portfolio. Here?s the template:
Transcribed Image Text:
DIE F COMPUTING AN EFFICIENT PORTFOLIO OF THE 10 STOCKS A В G H M 1 Variance-covariance matrix Average ААPL GOOG WFM STX CMCSA MRK JNJ GE HPQ GS returns AAPL GOOG 6. WEM 7 STX CMCSA MRK JNJ 10 11 12 GE 13 HPQ 14 GS 15 16 17 Risk-free 0.20% 18 Efficient 19 portfolio AAPL 20 GOOG WEM STX 21 22 23 24 CMCSA MRK JNJ GE HPQ GS 25 26 27 28 29
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VarianceCovariance Matrix Extract Monthly Returns From the table in the image extract the monthly average returns for each of the 10 stocks Youll need ...View the full answer
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