Assignment: Structure of the assignment
1. Introduction
In Introduction you should briefly state the importance of forming optimal portfolio and the systematic risk of stocks. Based on this discussion you justify the topics of the assignment. This part should have approximately 150 words
2. Company profile
You should briefly discuss the profiles of the companies (i.e., companies whose stock returns will be used in your assignment. This part should have approximately 100 words.
3. Empirical analysis
Present your calculations in this part (approximately 100 words)
Analysis of finding: Topic 1:
Consider following: Are the weights of risky and risk-free assets different in post-GFC period compared to GFC period? What is/are your observation(s)? (approximately 75 words)
Analysis of finding: Topic 2
Consider following: Are the systematic risks of risky assets (i.e., stocks) assets different in post-GFC period compared to GFC period? Which one becomes more risky? What is/are your observation(s)? (approximately 75 words)
4. Conclusions (approximately 100 words)
Consider following: What did you observe in your analysis? How did weights of individual assets change between GFC and post-GFC periods? How did systematic risks of stocks change?