Question: Hi Tutor, Can you please help on my project. Please showed calculation on excel and use your own words. FINC 4352 - Intermediate Finance Project

Hi Tutor, Can you please help on my project. Please showed calculation on excel and use your own words.

Hi Tutor, Can you please help on my project. Please showed calculation

FINC 4352 - Intermediate Finance Project 1 The goal of this project is to explore the topic of attainable portfolios. The project requires you to work in Excel with the provided spreadsheet. Be sure to fill in the yellow boxes in the Excel file for full credit. In addition, type up a report in Word with an introduction (description of the mini project), findings (answer assignment questions, plots, etc.), and conclusion (summary). Your grade will depend on both quantity and quality. Upon completion, please submit both your Word report and Excel file to blackboard. Questions A, B, C, D, E, and F are worth 10 points each. The report is worth 10 points and the excel file is worth 5 points. If you employ external references, please cite them in a bibliography section. Attainable Portfolios Suppose Asset A has an expected return of 10 percent and a standard deviation of 20 percent. Asset B has an expected return of 16 percent and a standard deviation of 40 percent. Also assume the correlation between A and B is equal to 0.35. Assume asset A and asset B are combined into a portfolio with the weight in asset A ranging between 0 and 1 in increments of 0.10. A) Calculate the weight of portfolio B, the expected portfolio return, and the portfolio standard deviation for each portfolio allocation (10 points) B) Plot the attainable portfolios with Expected return on the y-axis and Risk on the X-axis. Be sure to label the axes with titles and include a chart title (10 Points) Now assume the correlation between A and B is equal to 1. Assume asset A and asset B are combined into a portfolio with the weight in asset A ranging between 0 and 1 in increments of 0.10. C) Calculate the weight of portfolio B, the expected portfolio return, and the portfolio standard deviation for each portfolio allocation (10 points) D) Plot the attainable portfolios with Expected return on the y-axis and Risk on the X-axis. Be sure to label the axes with titles and include a chart title (10 Points) Now assume the correlation between A and B is equal to -1. Assume asset A and asset B are combined into a portfolio with the weight in asset A ranging between 0 and 1 in increments of 0.10. E) Calculate the weight of portfolio B, the expected portfolio return, and the portfolio standard deviation for each portfolio allocation (10 points) F) Plot the attainable portfolios with Expected return on the y-axis and Risk on the X-axis. Be sure to label the axes with titles and include a chart title (10 Points) In your report, identify which of the portfolios are not part of the efficient set when the correlation is equal to -1, and explain why they do not belong in the efficient set. FINC 4352 - Project 1 - Attainable Portfolios Last Name First Name Expected return, r hat Standard deviation, s Correlation Asset A 10% 20% 0.35 Asset B 16% 40% Weight of Security B rp A) Weight of Security A 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 B) sp Expected return, r hat Standard deviation, s Correlation Asset A 10% 20% 1 Asset B 16% 40% Weight of Security B rp Asset A 10% Asset B 16% C) Weight of Security A 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 D) Expected return, r hat sp Standard deviation, s Correlation 20% -1 40% Weight of Security B rp E) Weight of Security A 1.00 0.90 0.80 0.70 0.60 0.50 0.40 0.30 0.20 0.10 0.00 F) sp

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