Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America (BAC) prices...

Transcribed Image Text:

Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America (BAC) prices from September 2011 until 1 September 2016. (a) Build the investment opportunity set using the three stocks for the following expected returns: (0.6%, 0.8%,1%, 1.2%, 1.4%, 1.6%, 1.8%, 2%,2.2%,2.4%,2.6%) (b) Find the efficient frontier. What is the expected return of the minimum variance efficient portfolio? Excel Question. Download the monthly General Motors (GM), Apple (AAPL) and Bank of America (BAC) prices from September 2011 until 1 September 2016. (a) Build the investment opportunity set using the three stocks for the following expected returns: (0.6%, 0.8%,1%, 1.2%, 1.4%, 1.6%, 1.8%, 2%,2.2%,2.4%,2.6%) (b) Find the efficient frontier. What is the expected return of the minimum variance efficient portfolio?