Project Assignment: Efficient portfolios and Efficient frontier
You are assigned with five stocks (See the assigned firm name and ticker on BB) and you are expected to build the investment opportunity set using those five stocks. Please collect monthly stock price from FINANCEYAHOO and employ the data range from Jan 1, 2015 to June 30, 2019. Then using the risk-free rate of 0.33%, you are expected to develop the complete portfolio and develop the efficient frontier of these six securities (T-bill and five stocks).
1) Collect monthly stock price data from Jan 1, 2015 to June 30, 2019 (See my example with the sheet entitled Data)
2) Compute monthly stock returns and standard deviation (See my example with the sheet entitled Data)
3) Develop Table of Covariance of these five stocks (See my example with the sheet entitled Data)
4) Find the Minimum-Variance risky portfolio (See my example with the sheet entitled MVP)
5) Find the Efficient Risky portfolios (See my example with the sheet entitled EF , Result, and Graph)
6) Develop the capital market line using T-bill rate of 0.33% (See my example with the sheet entitled MVP, Result, and Graph)
Format your assignment according to the following formatting requirements:
1. The answer should be typed, double spaced, using Times New Roman font (size 12), with one-inch margins on all sides.
2. The response also includes a cover page containing the title of the assignment, the student's name, the course title, and the date. The cover page is not included in the required page length.
3. Also include a reference page. The Citations and references should follow APA format. The reference page is not included in the required page length.
Download:- Companies.rar