Doing an excel for meBuild a balanced portfolio in it.– May ignore, keep track, or make reasonable assumptions about transaction costs.– Assume you start with $1,000,000 to invest.– Be accurate and...

1 answer below »
Doing an excel for meBuild a balanced portfolio in it.– May ignore, keep track, or make reasonable assumptions about transaction costs.– Assume you start with $1,000,000 to invest.– Be accurate and specific about the amount you invest in each of the securities in the portfolio. If you decide not to invest all the fund in risky assets, you put the rest in T-bills (or equivalent riskfree assets). If you borrow, make reasonable assumptions about costs.– May choose to rebalance your portfolio once during the investment period.– Only stocks (no ETFs, mutual funds, etc.) – Follow typical margin requirements



  • Set your investment objectives and strategy.




Maximising Return Subject to risk constraint


Hope to make "Max Expected Return with a Standard Deviation of less than 15%"






Sheet1 AppleMicrosoftAmazonVisaPGOracleZoom Adobe GOOGShopify DateCloseCloseCloseCloseCloseCloseCloseCloseCloseClose 10/1/1529.87552.639999625.90002477.58000276.37999738.8488.660004710.80999832.220001 11/1/1529.57500154.349998664.79998879.01000274.83999638.97000191.459999742.59997626.34 12/1/1526.31500155.48675.89001577.55000379.41000436.52999993.940002758.88000525.799999 1/1/1624.33499955.0958774.48999881.69000236.31000189.129997742.95001223.219999 2/1/1624.17250150.880001552.5200272.38999980.29000136.77999985.150002697.7700222.379999 3/1/1627.24749955.23593.64001576.48000382.30999840.9193.800003744.95001228.209999 4/1/1623.43499949.869999659.59002777.23999880.12000339.86000194.220001693.0100131.85 5/1/1624.96553722.78997878.94000281.04000140.20000199.470001735.71997129.290001 6/1/1623.951.169998715.61999574.16999884.66999840.9395.790001692.09997630.76 7/1/1626.052556.68758.80999878.05000385.58999641.04000197.860001768.78997834.27 8/1/1626.52557.459999769.15997380.90000287.30999841.220001102.309998767.04998841.360001 9/1/1628.26250157.599998837.30999882.69999789.7539.279999108.540001777.28997842.919998 10/1/1628.38559.919998789.82000782.51000286.80000338.419998107.510002784.53997841.450001 11/1/1627.62999960.259998750.57000777.3282.45999940.189999102.809998758.03997841.669998 12/1/1628.95562.139999768.65997378.01999784.08000238.450001102.949997771.82000742.220001 1/1/1730.337564.650002823.4799882.70999987.59999840.110001113.379997796.78997850.82 2/1/1734.24750163.98845.03997887.94000291.0742.59118.339996823.21002259.209999 3/1/1735.91500165.860001886.53997888.87000389.84999844.610001130.130005829.55999868.089996 4/1/1735.91249868.459999924.9899991.22000187.33000244.959999133.740005905.96002275.949997 5/1/1738.18999969.839996994.61999595.23000388.08999645.389999141.860001964.85998591.860001 6/1/1736.00500168.9396893.77999987.15000250.139999141.440002908.7299886.900002 7/1/1737.18249972.699997987.78002999.55999890.8249.93146.490005930.592.370003 8/1/174174.769997980.599976103.51999792.26999750.330002155.160004939.330017110.919998 9/1/1738.52999974.489998961.349976105.23999890.98000348.349998149.179993959.109985116.489998 10/1/1742.25999883.181105.280029109.98000386.33999650.900002175.1600041016.64001599.489998 11/1/1742.96250284.1699981176.75112.58999689.98999849.060001181.4700011021.409973103.82 12/1/1742.30749985.5400011169.469971114.01999791.87999747.279999175.2400051046.400024101 1/1/1841.85749895.0100021450.890015124.23000386.33999651.59199.7599951169.939941127.919998 2/1/1844.52999993.7699971512.449951122.94000278.51999750.669998209.1300051104.72998138.210007 3/1/1841.94591.2699971447.339966119.62000379.27999945.75216.0800021031.790039124.589996 4/1/1841.31499993.5199971566.130005126.87999772.33999645.669998221.6000061017.330017133.630005 5/1/1846.71749998.8399961629.619995130.72000173.16999846.720001249.2799991084.98999148.089996 6/1/1846.277598.6100011699.800049132.44999778.05999844.060001243.8099981115.650024145.889999 7/1/1847.572498106.0800021777.439941136.74000580.87999747.68244.6799931217.26001138.210007 8/1/1856.907501112.3300022012.709961146.88999982.94999748.580002263.510011218.189941145.669998 9/1/1856.435001114.3700032003150.08999683.23000351.560001269.9500121193.469971164.460007 10/1/1854.715106.8099981598.01001137.85000688.6848.84245.7599951076.77002138.149994 11/1/1844.645110.8899991690.170044141.71000794.51000248.759998250.8899991094.430054152.660004 12/1/1839.435001101.571501.969971131.94000291.91999845.150002226.2400051035.609985138.449997 1/1/1941.610001104.431718.72998135.00999596.47000150.23247.8200071116.369995168.470001 2/1/1943.287498112.0299991639.829956148.11999598.55000352.130001262.51119.920044189.149994 3/1/1947.487499117.9400021780.75156.190002104.05000353.709999266.489991173.310059206.619995 4/1/1950.1675130.6000061926.52002164.429993106.48000355.33000272.470001289.251188.47998243.529999 5/1/1943.767502123.681775.069946161.330002102.91000450.59999879.730003270.8999941103.630005274.899994 6/1/1949.48133.9600071893.630005173.550003109.65000256.97000188.790001294.6499941080.910034300.149994 7/1/1953.259998136.2700041866.780029178118.04000156.29999995.510002298.8599851216.680054317.880005 8/1/1952.185001137.8600011776.290039180.820007120.23000352.06000191.669998284.510011188.099976385.390015 9/1/1955.9925139.0299991735.910034172.009995124.37999755.02999976.199997276.251219311.660004 10/1/1962.189999143.3699951776.660034176.160004124.51000254.49000269.889999277.9299931260.109985313.570007 11/1/1966.8125151.3800051800.800049184.509995122.05999856.13999974.5309.5299991304.959961336.75 12/1/1973.412498157.6999971847.839966187.899994124.90000252.9868.040001329.8099981337.02002397.579987 1/1/2077.377502170.2299962008.719971198.970001124.62000352.45000176.300003351.1400151434.22998465.660004 2/1/2068.339996162.0099951883.75181.759995113.23000349.459999105345.1199951339.329956463.309998 3/1/2063.572498157.7100071949.719971161.11999511048.330002146.119995318.239991162.810059416.929993 4/1/2073.449997179.2100072474178.720001117.87000352.970001135.169998353.6400151348.660034632.289978 5/1/2079.485001183.252442.370117195.240005115.91999853.77179.479996386.6000061428.920044757.799988 6/1/2091.199997203.5099952758.820068193.169998119.5755.27253.539993435.3099981413.609985949.200012 7/1/20106.260002205.0099953164.679932190.399994131.11999555.450001253.910004444.3200071482.9599611024 8/1/20129.039993225.5299993450.959961211.990005138.33000257.220001325.100006513.3900151634.1800541066.420044 9/1/20115.809998210.3300023148.72998199.970001138.99000559.700001470.109985490.4299931469.5999761022.969971
fnce-443-project-portfolio-cjuwafwi.xlsx
Answered Same DayOct 19, 2021

Answer To: Doing an excel for meBuild a balanced portfolio in it.– May ignore, keep track, or make reasonable...

Shakeel answered on Oct 21 2021
142 Votes
Data
        Monthly closing price                                            Monthly return
    Date    Apple    Microsoft    Amazon    Visa    PG    Oracle    Zoom     Adobe     GOOG    Shopify        Apple    Microsoft    Amazon    Visa    PG    Oracle    Zoom     Adobe     GOOG    Shopify        Correlation Matrix
    10/1/15    29.88    52.64    625.90    77.58    76.38    38.84        88.66    710.81    32.22                                                        Apple    Microsoft    Amazon    Visa    PG    Oracle    Zoom     Adobe     GOOG    Shopify
    11/1/15    29.58    54.35    664.80    79.01    74.84    38.97        91.46    742.60    26.34        -1.00%    3.25%    6.22%    1.84%    -2.02%    0.33%        3.16%    4.47%    -18.25%        Apple    1.0000    0.6457    0.5022    0.5887    0.3264    0.4322    -0.3423    0.6557    0.5764    0.3516
    12/1/15    26.32    55.48    675.89    77.55    79.41    36.53        93.94    758.88    25.80        -11.02%    2.08%    1.67%    -1.85%    6.11%    -6.26%        2.71%    2.19%    -2.05%        Microsoft    0.6457    1.0000    0.6514    0.7210    0.2038    0.4941    -0.2359    0.7520    0.7413    0.4259
    1/1/16    24.33    55.09    587.00    74.49    81.69    36.31        89.13    742.95    23.22        -7.52%    -0.70%    -13.15%    -3.95%    2.87%    -0.60%        -5.12%    -2.10%    -10.00%        Amazon    0.5022    0.6514    1.0000    0.5971    0.1187    0.4427    -0.1921    0.7129    0.6078    0.5197
    2/1/16    24.17    50.88    552.52    72.39    80.29    36.78        85.15    697.77    22.38        -0.67%    -7.64%    -5.87%    -2.82%    -1.71%    1.29%        -4.47%    -6.08%    -3.62%        Visa    0.5887    0.7210    0.5971    1.0000    0.2048    0.4139    -0.2847    0.7362    0.7163    0.5858
    3/1/16    27.25    55.23    593.64    76.48    82.31    40.91        93.80    744.95    28.21        12.72%    8.55%    7.44%    5.65%    2.52%    11.23%        10.16%    6.76%    26.05%        PG    0.3264    0.2038    0.1187    0.2048    1.0000    0.1265    -0.4154    0.0742    0.3020    0.1435
    4/1/16    23.43    49.87    659.59    77.24    80.12    39.86        94.22    693.01    31.85        -13.99%    -9.70%    11.11%    0.99%    -2.66%    -2.57%        0.45%    -6.97%    12.90%        Oracle    0.4322    0.4941    0.4427    0.4139    0.1265    1.0000    -0.0092    0.5020    0.3695    0.3168
    5/1/16    24.97    53.00    722.79    78.94    81.04    40.20        99.47    735.72    29.29        6.53%    6.28%    9.58%    2.20%    1.15%    0.85%        5.57%    6.16%    -8.04%        Zoom     -0.3423    -0.2359    -0.1921    -0.2847    -0.4154    -0.0092    1.0000    0.0200    -0.4774    -0.1538
    6/1/16    23.90    51.17    715.62    74.17    84.67    40.93        95.79    692.10    30.76        -4.27%    -3.45%    -0.99%    -6.04%    4.48%    1.82%        -3.70%    -5.93%    5.02%        Adobe...
SOLUTION.PDF
SOLUTION.PDF

Answer To This Question Is Available To Download

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here
Have files?