Question: Using excel and show the steps in the simplest way you can please. 1. Using the assets given in table below create your portfolio and

Using excel and show the steps in the simplest way you can please.

1. Using the assets given in table below create your portfolio and

a. Calculate asset returns and standard deviations (15 MARKS)

b. Calculate variance/covariance matrix for the portfolio (30 MARKS)

c. Estimate portfolio risks for your target returns through the solver (30 MARKS)

d. Plot the efficient frontier for your optimized portfolio (25 MARKS)

Date

X

Y

Z

3-Apr-20

627.7

33.989

584.78

6-Apr-20

629.7

33.316

570.77

7-Apr-20

609.4

33.308

570.92

8-Apr-20

621.7

34.849

604.93

9-Apr-20

619.6

34.605

600

10-Apr-20

614

33.924

585.65

13-Apr-20

657.3

31.215

521.13

14-Apr-20

655.5

32.333

545.5

15-Apr-20

697.4

35.056

603.39

16-Apr-20

704.7

35.969

623.41

17-Apr-20

700.4

35.926

623.55

20-Apr-20

671.2

34.555

594.23

21-Apr-20

680.4

35.43

613.5

22-Apr-20

676

34.993

604.29

23-Apr-20

663.1

34.742

599.24

24-Apr-20

635

34.484

594.67

27-Apr-20

616.3

33.716

578.54

28-Apr-20

792

36.981

641.87

29-Apr-20

790.1

37.442

652.3

30-Apr-20

651.4

36.261

643.33

1-May-20

639.1

35.597

628.84

4-May-20

621.5

33.757

590.61

5-May-20

668.5

31.197

521.58

6-May-20

682.2

31.186

521.63

7-May-20

653.4

36.257

642.3

8-May-20

743.1

35.756

615.6

11-May-20

729.9

34.719

593.67

12-May-20

657.3

31.215

521.13

13-May-20

628.7

34.424

605.45

14-May-20

644.2

35.075

620.12

15-May-20

627.2

34.811

616.15

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!