K 2 Price Series for stocks A, B, and C Date A stock B stock C...

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K 2 Price Series for stocks A, B, and C Date A stock B stock C stock price price 31-Dec-2007 1.10 35.63 4 31-Dec-2008 2.40 47.04 5 31-Dec-2009 4.18 51.58 6 31-Dec-2010 8.90 45.08 7 31-Dec-2011 4.19 8 31-Dec-2012 2.37 9 31-Dec-2013 2.23 10 31-Dec-2014 2.10 51.49 57.90 36.26 52.36 11 31-Dec-2016 3.22 77.61 12 31-Dec-2016 1.67 79.14 13 31-Dec-2017 1.48 131.14 14 31-Dec-2018 1.55 186.62 15 31-Dec-2019 1.04 230.49 16 17 Part A: Stock Statistics 18 Return 19 Variance 20 Standard Deviation 21 Correlation 22 Covariance 23 24 Part B: 50-50 Portfolio 25 Weights 26 Portfolio Variance 27 Expected Return 28 29 30 Part C: Minimize Variance final New... 50% 50% price A Stock Return 4.53 090909090909)505192253611057595825 4.86 19.63265306122521810699588 4.57 712918660288)232648313359997068463 4.75 6853932584252342502218312714370196 4.90 7828162291161095358322118604549215 4.90 3797468354425701208981101785068457 5.35 08968609865250468836183)1002053556 4.93 33333333333434415584415/1264367816 5.45 248447204969)094188893374215054988 5.90 9221556886231278493808571450319698 5.26 0810810810813063138630547929298117 5.43 6.00 120.45985424927312338858196 221.62538112716385 36.9375 14 K 2 Price Series for stocks A, B, and C Date A stock B stock C stock price price 31-Dec-2007 1.10 35.63 4 31-Dec-2008 2.40 47.04 5 31-Dec-2009 4.18 51.58 6 31-Dec-2010 8.90 45.08 7 31-Dec-2011 4.19 8 31-Dec-2012 2.37 9 31-Dec-2013 2.23 10 31-Dec-2014 2.10 51.49 57.90 36.26 52.36 11 31-Dec-2016 3.22 77.61 12 31-Dec-2016 1.67 79.14 13 31-Dec-2017 1.48 131.14 14 31-Dec-2018 1.55 186.62 15 31-Dec-2019 1.04 230.49 16 17 Part A: Stock Statistics 18 Return 19 Variance 20 Standard Deviation 21 Correlation 22 Covariance 23 24 Part B: 50-50 Portfolio 25 Weights 26 Portfolio Variance 27 Expected Return 28 29 30 Part C: Minimize Variance final New... 50% 50% price A Stock Return 4.53 090909090909)505192253611057595825 4.86 19.63265306122521810699588 4.57 712918660288)232648313359997068463 4.75 6853932584252342502218312714370196 4.90 7828162291161095358322118604549215 4.90 3797468354425701208981101785068457 5.35 08968609865250468836183)1002053556 4.93 33333333333434415584415/1264367816 5.45 248447204969)094188893374215054988 5.90 9221556886231278493808571450319698 5.26 0810810810813063138630547929298117 5.43 6.00 120.45985424927312338858196 221.62538112716385 36.9375 14