Needing included numerical results. You need to add the computed portfolio using Excel Solver in question...
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Needing included numerical results. You need to add the computed portfolio using Excel Solver in question 2. In question 3, you need to compute the betas of the four stock. For questions 2 and 3, you need to report the calculated portfolio weights and betas, not simply qualitative descriptions. 1.(30 points) Find the minimum variance portfolio of the four stocks. What is the corresponding mean and standard deviation of the return of this portfolio? Find the efficient portfolio with rp-1.6%r_p=1.6%. What is the corresponding standard deviation of the return of this portfolio? 2.(30 points) Find the beta of the four stocks using S&P 500 index (^GSPC) as the market portfolio. What can you tell from the four betas? Needing included numerical results. You need to add the computed portfolio using Excel Solver in question 2. In question 3, you need to compute the betas of the four stock. For questions 2 and 3, you need to report the calculated portfolio weights and betas, not simply qualitative descriptions. 1.(30 points) Find the minimum variance portfolio of the four stocks. What is the corresponding mean and standard deviation of the return of this portfolio? Find the efficient portfolio with rp-1.6%r_p=1.6%. What is the corresponding standard deviation of the return of this portfolio? 2.(30 points) Find the beta of the four stocks using S&P 500 index (^GSPC) as the market portfolio. What can you tell from the four betas?
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Portfolio variance is a measure of dispersion of returns of a portfolio It refers to the total retur... View the full answer
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