Analysis of risk and return, portfolio diversification Here you will apply what you have learned about...

  
 
 

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Analysis of risk and return, portfolio diversification Here you will apply what you have learned about portfolio theory. Use the monthly-adjusted closing prices for IBM, MSFT, And the S&P500 during the five-year period from January 2013- December 2017 in the file "Stock Project Stock Prices" posted on Canvas. Calculate returns for each month for each of these three assets (Stock 1; Stock 2; S&P 500). IBM MSFT S&P500 Adj Close Adj Close Adj Close 1498.11 170.65 24.03102 1514.68 1569.19 4/1/2013 170.82 28.84938 1597.57 5/1/2013 171.0975 30.41822 1630.74 6/1/2013 157.9257 30.31555 1606.28 1685.73 1632.97 7/1/2013 161.1733 27.94578 8/1/2013 150.6207 29.31498 9/1/2013 153.7904 29.41548 1681.55 10/1/2013 148.8324 31.29815 1756.54 11/1/2013 149.2227 33.70231 1805.81 12/1/2013 156.6118 33.31668 1/1/2014 147.5192 33.69962 1848.36 1782.59 1859.45 2/1/2014 154.6079 34.11821 3/1/2014 161.6008 36.77871 1872.34 Date 1/1/2013 166.326 23.72848 2/1/2013 3/1/2013 175.4404 24.93597 4/1/2014 164.9422 36.24931 1883.95 1923.57 1960.23 1930.67 5/1/2014 154.7755 36.73384 6/1/2014 153.0674 37.67971 7/1/2014 161.8493 38.99896 8/1/2014 162.3813 41.0501 9/1/2014 161.2436 42.15208 10/1/2014 139.6431 42.68853 2018.05 2003.37 1972.29 2067.56 2058.9 11/1/2014 137.7489 43.47047 12/1/2014 137.2121 42.50029 1/1/2015 131.1144 36.96473 2/1/2015 138.495 40.12136 3/1/2015 138.2263 37.46738 4/1/2015 147.519 44.82079 1994.99 2104.5 2067.89 2085.51 5/1/2015 146.1065 43.18055 2107.39 6/1/2015 142.2341 40.94774 2063.11 7/1/2015 141.6482 43.31279 2103.84 8/1/2015 129.3188 40.36343 1972.18 9/1/2015 127.8178 41.32045 1920.03 10/1/2015 123.5064 49.1439 2079.36 11/1/2015 122.9245 50.74033 2080.41 12/1/2015 122.4756 52.1444 2043.94 1/1/2016 111.0575 51.77785 1940.24 1932.23 2/1/2016 116.6108 47.82096 3/1/2016 120.75 52.28214 2059.74 2065.3 2096.95 2098.86 2173.6 2170.95 2168.27 2126.15 4/1/2016 131.2067 47.20822 5/1/2016 138.2193 50.17115 6/1/2016 139.0961 48.77763 7/1/2016 145.8752 54.03002 8/1/2016 147.7569 54.77355 9/1/2016 149.7552 55.24923 10/1/2016 151.7954 57.47454 11/1/2016 155.8524 57.80066 12/1/2016 154.8244 60.00659 1/1/2017 162.7806 62.43042 2/1/2017 167.7241 61.78342 3/1/2017 163.7104 63.98444 4/1/2017 169.8546 66.5104 5/1/2017 170.8546. 67.8511 6/1/2017 166.8924 67.35087 2198.81 2238.83 2278.87 2363.64 2362.72 2384.2 2411.8 2423.41 2470.3 7/1/2017 169.3258 71.0345 8/1/2017 173.9651 73.05708 2471.65 9/1/2017 180.9534 73.17127 10/1/2017 200.9542 81.70744 2575.26 2519.36 11/1/2017 225.8462 82.67991 2584.84 2004.84 12/1/2017 255.8456 84.44764 2673.61 Analysis of risk and return, portfolio diversification Here you will apply what you have learned about portfolio theory. Use the monthly-adjusted closing prices for IBM, MSFT, And the S&P500 during the five-year period from January 2013- December 2017 in the file "Stock Project Stock Prices" posted on Canvas. Calculate returns for each month for each of these three assets (Stock 1; Stock 2; S&P 500). IBM MSFT S&P500 Adj Close Adj Close Adj Close 1498.11 170.65 24.03102 1514.68 1569.19 4/1/2013 170.82 28.84938 1597.57 5/1/2013 171.0975 30.41822 1630.74 6/1/2013 157.9257 30.31555 1606.28 1685.73 1632.97 7/1/2013 161.1733 27.94578 8/1/2013 150.6207 29.31498 9/1/2013 153.7904 29.41548 1681.55 10/1/2013 148.8324 31.29815 1756.54 11/1/2013 149.2227 33.70231 1805.81 12/1/2013 156.6118 33.31668 1/1/2014 147.5192 33.69962 1848.36 1782.59 1859.45 2/1/2014 154.6079 34.11821 3/1/2014 161.6008 36.77871 1872.34 Date 1/1/2013 166.326 23.72848 2/1/2013 3/1/2013 175.4404 24.93597 4/1/2014 164.9422 36.24931 1883.95 1923.57 1960.23 1930.67 5/1/2014 154.7755 36.73384 6/1/2014 153.0674 37.67971 7/1/2014 161.8493 38.99896 8/1/2014 162.3813 41.0501 9/1/2014 161.2436 42.15208 10/1/2014 139.6431 42.68853 2018.05 2003.37 1972.29 2067.56 2058.9 11/1/2014 137.7489 43.47047 12/1/2014 137.2121 42.50029 1/1/2015 131.1144 36.96473 2/1/2015 138.495 40.12136 3/1/2015 138.2263 37.46738 4/1/2015 147.519 44.82079 1994.99 2104.5 2067.89 2085.51 5/1/2015 146.1065 43.18055 2107.39 6/1/2015 142.2341 40.94774 2063.11 7/1/2015 141.6482 43.31279 2103.84 8/1/2015 129.3188 40.36343 1972.18 9/1/2015 127.8178 41.32045 1920.03 10/1/2015 123.5064 49.1439 2079.36 11/1/2015 122.9245 50.74033 2080.41 12/1/2015 122.4756 52.1444 2043.94 1/1/2016 111.0575 51.77785 1940.24 1932.23 2/1/2016 116.6108 47.82096 3/1/2016 120.75 52.28214 2059.74 2065.3 2096.95 2098.86 2173.6 2170.95 2168.27 2126.15 4/1/2016 131.2067 47.20822 5/1/2016 138.2193 50.17115 6/1/2016 139.0961 48.77763 7/1/2016 145.8752 54.03002 8/1/2016 147.7569 54.77355 9/1/2016 149.7552 55.24923 10/1/2016 151.7954 57.47454 11/1/2016 155.8524 57.80066 12/1/2016 154.8244 60.00659 1/1/2017 162.7806 62.43042 2/1/2017 167.7241 61.78342 3/1/2017 163.7104 63.98444 4/1/2017 169.8546 66.5104 5/1/2017 170.8546. 67.8511 6/1/2017 166.8924 67.35087 2198.81 2238.83 2278.87 2363.64 2362.72 2384.2 2411.8 2423.41 2470.3 7/1/2017 169.3258 71.0345 8/1/2017 173.9651 73.05708 2471.65 9/1/2017 180.9534 73.17127 10/1/2017 200.9542 81.70744 2575.26 2519.36 11/1/2017 225.8462 82.67991 2584.84 2004.84 12/1/2017 255.8456 84.44764 2673.61

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Monthly Returns for IBM MSFT and SP 500 Date IBM MSFT SP 500 12013 264 109 11... View the full answer