Question: Please provide excel spreadsheet on how to solve this using solver You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon
Please provide excel spreadsheet on how to solve this using solver
You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon Walmart Exxon E(r) 36.9% 16.8% 4.5% Amazon Walmart Exxon Amazon 0.36 Walmart 0.07 0.16 Exxon 0.06 0.04 0.09 Part 1 Attempt 1/10 for 9 pts. 1) Find portfolio weights, portfolio standard deviation when E(rp)=20% on the Efficient Frontier. 2) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance portfolio. 3) Find portfolio weights, portfolio standard deviation and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%. (disregard the solutions provided here) 0 Correct You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon Walmart Exxon E(r) 36.9% 16.8% 4.5% Amazon Walmart Exxon Amazon 0.36 Walmart 0.07 0.16 Exxon 0.06 0.04 0.09 Part 1 Attempt 1/10 for 9 pts. 1) Find portfolio weights, portfolio standard deviation when E(rp)=20% on the Efficient Frontier. 2) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance portfolio. 3) Find portfolio weights, portfolio standard deviation and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%. (disregard the solutions provided here) 0 Correct
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