Question: Nonthly data on stock returns can be found on the University of Chicago Center for Research in Security Prides (CRSP) database from 1926. Let us
Nonthly data on stock returns can be found on the University of Chicago Center for Research in Security Prides (CRSP) database from 1926. Let us create a portfolio for MSFT, NORD, and SBUX using five years of monthly CRSP data from 2002 to 2006, where stock ma ft 0.229 nord 0.138 sbuc 0.052 Co 12 02 C = cou ariance matriz = 091 0:00 031 09030 I Calculate shares x, X III Calculate Variance of the portfolio and 33 II Calculate mean portfolio Hye 1. A Vaesi 0.924 0.063 -0.582 0.862 -0.359 032 0:528 2. B Serte: Monthly data on stock returns can be found on the University of Chicago Centerfor Research in Security Prides (CRSP) database from 1926. Let us create a portfolio for MSFT, NORD, and SBUX using five years of monthly CRSP data from 2002 to 2006, where stock Hi ma ft 0.229 nord 0.138 sbux 0.052 012 J13 C = couariance matrix = 091os 021 02 03 031 I Calculate shares x 2 and x) III Calculate Variance of the portfolio II Calculate mean portfolio Hoa 1. A Vaesi C = 10.924 0.063 -0.582 0.862 -0.359 0.528 2. B Serte: 0.924 -0.063 -0.5827 0.862 -0.359 0.526 3. B Kaja
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