Presentation
- Find the Efficient Frontier using Capital Asset Pricing Model
- Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio)
- Go to google finance
- Download daily historical prices from Jan 2013 or more recent
- For:
- The Priceline Group Inc PCLN
- Alphabet GOOGL
- Skyworks Solutions SWKS
- Ocean Power Technologies, Inc OPTT
- Tripadvisor INc TRIP
- ENERGEN EGN
- Unit Corporation UNT
- McAfee Global Technologies MGT
- Grubhub GRUB
- 58.com WUBA
- SAE Exploration SAEX
- Chipotle CMG
- Chesapeake Energy Corp. CHK
- Northern Dynasty Minerals NAK
- 5 minute presentation of your results.
- Presentation must include a graph of the efficient frontier in the (return, risk) space j
- Provide excel sheet for calculations
- Provide of explanation for each step and assumptions specifically for the weight combos
- Need to compute as many combinations of weights for these 8 companies
As many portfolio s as you can
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Portfolio
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Average return
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SD return
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(1,0,0,0,0,0,0,0)
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(0.9,0.1,0,0,0,0,0,0)
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(0.9,0,0.1,0,0,0,0,0)
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...
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(0.9,0,0,0,0,0,0,0.1)
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(0,1,0,0,0,0,0,0)
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(0.1,0.9,0,0,0,0,0,0)
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(0,0.9,0.1,0,0,0,0,0)
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....
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(0,0.9,0,0,0,0,0,0.1)
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slides required excel doc and word doc for explanation
Attachment:- Assignment.rar