Question: Portfolio Analysis Problem [Excel Spreadsheet} Solye the following portfolio analysis problem using excel. Be sure to create a general spreadsheet as you will be graded


Portfolio Analysis Problem [Excel Spreadsheet} Solye the following portfolio analysis problem using excel. Be sure to create a general spreadsheet as you will be graded by the accuracy of your spreadsheet for the B computations below with a change in some or all of the following: Portfolio Weights. Probabilities. Asset Returns. Be sure to put your name at the top of the spreadsheet and submit as an excel attachment in Canyas. Work out the problem manually before you create your spreadsheet. Check gures have been provided below. Along with the table below. remember to put your portfolio weights (for numbers 5 and 0] at the top of your spreadsheet and cell reference them in your formulas. State Probability '3': Return A 3%. Return M Good .3 20 16 Normal .4 18 10 Bad .3 10 14 Compute: 1] Expected return for A and M A = 10.2 M = 13 2] Standard deyiation for A and M {population} A = 4.1425 M = 2.5690 3] Coyariance[A.M} ICCl'l.i = . 4] CorrelationiA.M} CORR = .0504 5] Expected return on a portfolio consisting of 30% A and 20% M. P = 13.96 I5] Standard deviation of a portfolio consisting of 30% A and 20% M. P = 2.1225 2] The Beta of A. {assume that M is the market] BETA = .0909 B] The portfolio weights for the minimum risk: portfolio. W{A} = .2885 WM} 2 .2115
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