1- Use the following link to visit the website of yahoo finance https://finance.yahoo.com/ 2- Search for 10...
Question:
1- Use the following link to visit the website of yahoo finance https://finance.yahoo.com/
2- Search for 10 companies of your choice and download their respective historical data while setting frequency to monthly and setting the time period to 5 years (60 months of historical data).
3- Clean your data and aggregate them in one excel sheet to work on the companies as a portfolio.
4- Find the respective average returns, variances and standard deviations.
5- Construct correlation coefficients and covariances tables.
6- Calculate the portfolio's mean return and standard deviation.
7- Activate and use Solver to find the optimal weights for the minimum variance portfolio.
8- Repeat step number 7 over multiple (3 to 4) iterations while setting your objective to a specified level of portfolio return.
9- Construct the investment opportunity set of your portfolio.