In this question you will be calculating two stock portfolio (META and AMZN) and (META and...

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In this question you will be calculating two stock portfolio (META and AMZN) and (META and MS) weighted annual returns. Weights are: 100%, 90%, 80%, 70%, 60%, 50%, 40%, 30%, 20%, 10% and 0%. Note: if META takes 100% weight then AMZN takes 0% and so on. A. Calculate weighted (expected) returns for the two stock portfolios: (META and AMZN) and (META and MS). For this part, use arithmetic average of annual returns that you calculated in part Q.1.A and weights given as 100%...0%. B. Use two stock SD formula to calculate portfolio standard deviation for portfolio (META and AMZN) and (META and MS). You will use above weights i.e. 100% ...0% and SD calculated in Q.1.E. You would need correlation coefficient to calculate SD. Use correlation calculated in Q.1. PMETA,AMZN where p stands for correlation i.e. correlation between META AMZAN. C. Repeat part B to calculate standard deviation (SD) of portfolio for three additional values of correlation coefficient. PMETA,MS (+1, 0, -1). You will be calculating 11 values of SD for each correlation value i.e. +1, 0, -1 and actual correlation calculated in Q.1.G. Where these 11 values are coming from? We used 11 weights 100%, 90%, 80%, 70%, 60%, 50%, 40%, 30%, 20%, 10% and 0%. D. Repeat exactly the same as part C (the preceding part) for portfolio (META and MS) E. Plot the "Opportunity Set" for portfolio (META and AMZN) by taking standard deviation (SD) of portfolio on horizontal axis (calculated in part C) and expected In this question you will be calculating two stock portfolio (META and AMZN) and (META and MS) weighted annual returns. Weights are: 100%, 90%, 80%, 70%, 60%, 50%, 40%, 30%, 20%, 10% and 0%. Note: if META takes 100% weight then AMZN takes 0% and so on. A. Calculate weighted (expected) returns for the two stock portfolios: (META and AMZN) and (META and MS). For this part, use arithmetic average of annual returns that you calculated in part Q.1.A and weights given as 100%...0%. B. Use two stock SD formula to calculate portfolio standard deviation for portfolio (META and AMZN) and (META and MS). You will use above weights i.e. 100% ...0% and SD calculated in Q.1.E. You would need correlation coefficient to calculate SD. Use correlation calculated in Q.1. PMETA,AMZN where p stands for correlation i.e. correlation between META AMZAN. C. Repeat part B to calculate standard deviation (SD) of portfolio for three additional values of correlation coefficient. PMETA,MS (+1, 0, -1). You will be calculating 11 values of SD for each correlation value i.e. +1, 0, -1 and actual correlation calculated in Q.1.G. Where these 11 values are coming from? We used 11 weights 100%, 90%, 80%, 70%, 60%, 50%, 40%, 30%, 20%, 10% and 0%. D. Repeat exactly the same as part C (the preceding part) for portfolio (META and MS) E. Plot the "Opportunity Set" for portfolio (META and AMZN) by taking standard deviation (SD) of portfolio on horizontal axis (calculated in part C) and expected