Select three ETFs and download their price information from Yahoo Finance. (Feel free to select the...
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Select three ETFs and download their price information from Yahoo Finance. (Feel free to select the time window for the price data. Make sure to use the same time window for all three ETFs' data) 2. Calculate the monthly returns of the three ETFs you select. 3. Pick a target annualized volatility of the portfolio of the three ETFs. Search and report the weights on the three ETFs that maximize the average return of the portfolio of the three ETFs for your target volatility level. (search_weight function in the example code can be used to search the weights) (If you pick a toohigh or toolow target volatility, the search might be unsuccessful. Then, please adjust your target volatility and make sure the search is successful.) 4. Generate and report the figure showing your account balance over time under normal and weak market conditions. The calculation should be based on the three ETFs you select in question 1 and the target volatility and weights used in question 3. (account balance function in the example code can be used to calculate the account balance. Feel free to choose the values for all other relevant parameters, such as current age, retirement age, monthly payment, number of simulations, etc.)
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To perform this task you can use Python and various libraries like pandas yfinance and numpy for data retrieval analysis and simulation Below is a high level outline of the steps you can follow 1 Sele View the full answer
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