Question: Use the return data in the Excel file (link below) for various stocks and the market. a. Compute the returns of the data and the
Use the return data in the Excel file (link below) for various stocks and the market.
a. Compute the returns of the data and the statistics for each of the assets (mean return, variance and standard deviation of return)
b. Compute the excess returns and then the sample variance-covariance matrix for the six stocks.
c. Compute the global minimum variance portfolio (GMVP) weights using the sample variance- covariance matrix.
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