Problem TSLA & FB TESLA FACEBOOK INC. DateOpenHighLowCloseAdj CloseVolume DateOpenHighLowCloseAdj CloseVolume 4/1/15 XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX30.75 XXXXXXXXXX XXXXXXXXXX...

1 answer below »
I would need the problem done in Excel with the formulas. Please note that Tab 1 is the question and Tab 2 is the data I was already able to download (see attached)


Problem TSLA & FB TESLAFACEBOOK INC. DateOpenHighLowCloseAdj CloseVolumeDateOpenHighLowCloseAdj CloseVolume 4/1/1528.12999932.49000227.95999930.7525.414902418432004/1/1582.585.58999678.3278.76999778.769997542124600 5/1/1531.7732.7728.628.7723.778431350719005/1/1579.23999881.84999876.79000179.19000279.190002421870700 6/1/1528.95000130.29000126.8527.0222.772381290023006/1/1579.30000389.40000278.66000485.76999785.769997537740300 7/1/1526.992724.3525.1521.196352589144007/1/1586.76999799.23999885.23000394.01000294.010002790781000 8/1/1525.13999927.0122.8526.6522.460546824873008/1/1593.52999998.7399987289.73000389.730003796787500 9/1/1525.7326.8523.5724.11000120.319841563375009/1/1586.84999896.48999885.72000189.90000289.900002635399800 10/1/1524.8528.69000124.1525.2721.2974877055750010/1/1590.050003105.12000388.360001101.970001101.970001571590400 11/1/1525.2526.424.13999926.12000122.0138664987580011/1/15101.720001110.650002100.470001104.239998104.239998547232800 12/1/1525.95000126.1622.9923.79999920.3003415563740012/1/15104.830002107.919998101.459999104.660004104.660004440304100 1/1/1623.4223.87000118.53000120.8417.775593623037001/1/16101.949997112.83999689.370003112.209999112.209999792709100 2/1/1620.20999922.0719.03000121.62999918.449429703080002/1/16112.269997117.58999696.82106.919998106.919998874152500 3/1/1622.29000125.2321.6624.7621.119179509017003/1/16107.830002116.989998104.400002114.099998114.099998521458900 4/1/1624.5727.70999922.95999927.0723.089506497321004/1/16113.75120.790001106.309998117.580002117.580002741613800 5/1/1626.71999927.2324.96999926.4322.543613551143005/1/16117.830002121.080002115.879997118.809998118.809998460544200 6/1/1626.03000129.7425.7628.8425.170649611613006/1/16118.5119.440002108.230003114.279999114.279999450876100 7/1/1629.21999929.6826.11000126.71999923.320381456550007/1/16114.199997128.330002112.970001123.940002123.940002470108600 8/1/1626.4829.88999925.4927.44000123.948774482096008/1/16123.849998126.730003122.07126.120003126.120003365670900 9/1/1627.28000128.6625.19000128.424.786633570442009/1/16126.379997131.979996125.599998128.270004128.270004376518100 10/1/1628.46999929.69000128.128.20000124.6120765137010010/1/16128.380005133.5126.75130.990005130.990005313284400 11/1/1628.0132.43999927.1832.20999928.1118796605860011/1/16131.410004131.940002113.550003118.419998118.419998644052900 12/1/1632.7736.1832.70999935.70999931.4336556041940012/1/16118.379997122.5114115.050003115.050003408728400 1/1/1735.90000237.20999934.36999935.04000130.843891399990001/1/17116.029999133.139999115.510002130.320007130.320007378958900 2/1/1735.15000235.33000232.49000232.70999928.79291416989002/1/17132.25137.179993130.300003135.539993135.539993384700500 3/1/1732.9134.6830.79999934.13999930.051662527237003/1/17136.470001142.949997136.080002142.050003142.050003342098600 4/1/1734.7334.90000230.931.2327.490143541766004/1/17141.929993151.529999138.809998150.25150.25275586300 5/1/1731.3232.6629.7430.29999926.671513446503005/1/17151.740005153.600006144.419998151.460007151.460007403586900 6/1/1730.36000131.55999929.62000131.13999927.892416491558006/1/17151.75156.5144.559998150.979996150.979996414757100 7/1/1731.70000132.95000130.3231.54000128.250704326003007/1/17151.720001175.490005147.800003169.25169.25419907600 8/1/1731.4231.44000126.5126.5723.799023418531008/1/17169.820007173.050003165171.970001171.970001303622800 9/1/1726.629.2726.4828.30999925.357555483218009/1/17172.399994174161.559998170.869995170.869995304818300 10/1/1728.30999928.38999925.9127.2524.4081064220430010/1/17171.389999180.800003168.289993180.059998180.059998318146600 11/1/1727.7530.7727.3429.2426.1905693685930011/1/17182.360001184.25174177.179993177.179993350998700 12/1/1729.1832.08000229.04000131.86000128.7996042846830012/1/17176.029999182.279999169.009995176.460007176.460007317095800 1/1/1831.88999936.3431.733531.63798372086001/1/18177.679993190.660004175.800003186.889999186.889999495655700 2/1/1835.43999936.31000130.4334.49000231.176975444982002/1/18188.220001195.320007167.179993178.320007178.320007516251600 3/1/1834.91999837.56000133.3234.66999831.339682635065003/1/18179.009995186.100006149.020004159.789993159.789993996201700 4/1/1834.68999938.20999933.70000137.38000133.789368482079004/1/18157.809998177.100006150.509995172172750072700 5/1/1837.36999940.63999935.77999935.90000232.45153476975005/1/18172192.720001170.229996191.779999191.779999401144100 6/1/1836.29000137.33000234.31000136.38999933.360226394473006/1/18193.070007203.550003186.429993194.320007194.320007387265600 7/1/1836.36000139.04000135.86999936.74000233.681084320349007/1/18193.369995218.619995166.559998172.580002172.580002647030700 8/1/1836.4336.93999931.9933.54000130.747509435295008/1/18173.929993188.300003170.270004175.729996175.729996548832700 9/1/1833.36999934.88999930.80999933.5230.729176331203009/1/18173.5173.889999158.869995164.460007164.460007500468800 10/1/1834.59999834.97000128.529.2326.7963545036760010/1/18163.029999165.880005139.029999151.789993151.789993622446300 11/1/1830.54000131.03000123.95999924.3322.3043215189040011/1/18151.520004154.130005126.849998140.610001140.610001518151700 12/1/182525.21999920.45000121.3219.7258364974380012/1/18143147.190002123.019997131.089996131.089996558786200 1/1/1920.86000125.1520.86000124.96999923.102913485078001/1/19128.990005171.679993128.559998166.690002166.690002527547900 2/1/1924.7627.79000124.13999926.54999924.564772488392002/1/19165.839996172.470001159.589996161.449997161.449997302243200 3/1/1926.8529.94000125.38999928.2526.137657556973003/1/19162.600006174.300003159.279999166.690002166.690002388182300 4/1/1928.6530.3227.5927.7425.665791324232004/1/19167.830002198.479996167.279999193.399994193.399994382184300 5/1/1927.78000128.1523.12999923.30999921.567038415809005/1/19194.779999196.179993177.160004177.470001177.470001286821500 6/1/1923.8526.30999923.80999926.30999924.842972373407006/1/19175198.880005160.839996193193426410300 7/1/1926.9327.624.53000124.9823.587132459091007/1/19195.210007208.660004191.929993194.229996194.229996351062500 8/1/1923.45999924.88999920.621.63999920.433369662583008/1/19194.169998198.470001176.660004185.669998185.669998294694900 9/1/1921.37000123.7720.4921.1819.999018595975009/1/19184193.100006175.660004178.080002178.080002264538500 10/1/1921.2421.45999919.920.29999919.1680856580170010/1/19179.149994198.089996173.089996191.649994191.649994326207200 11/1/1921.0722.54999920.95999921.29000120.1028844617620011/1/19192.850006203.800003188.539993201.639999201.639999258303900 12/1/1921.05999923.12999920.61000122.63999921.6345754916990012/1/19202.130005208.929993193.169998205.25205.25276257100 1/1/2022.7523.54000120.54000120.69000119.771173471728001/1/20206.75224.199997201.059998201.910004201.910004347314600 2/1/2020.62999921.517.71999918.20000117.391752493019002/1/20203.440002218.770004181.820007192.470001192.470001317576800 3/1/2018.13999918.8600019.112.0511.514869967922003/1/20194.029999197.240005137.100006166.800003166.800003649467700 Sheet3
problem-3fin-bo04szqu.xlsx
Answered Same DayMay 20, 2021

Answer To: Problem TSLA & FB TESLA FACEBOOK INC. DateOpenHighLowCloseAdj CloseVolume...

Shakeel answered on May 20 2021
157 Votes
Problem
TSLA & FB
        Monthly Closing prices            Monthly Closing return                        (b)    Weights        Std. dev of portfolio    Expected return on portfolio
    Date    TESLA    FACEBOOK        TESLA    FACEBOOK    (a)        TESLA    FACEBOOK        TSLA    FB            (c)
    4/1/15    25.41    78.77                    Monthly expected return    -0.85%    1.54%        60%    40%    37.98%    0.17%    (i)    Minimum variance portfolio
    5/1/15    23.78    79.19        -6.44%    0.53%        Monthly Std.deviation    7.89%    5.58%        70%    30%    41.02%    -4.82%        Expected return    20.12%
    6/1/15    22.77    85.77        -4.23%    8.31%        Correlation    0.311            80%    20%    44.48%    -9.80%        Std. deviation    32.30%
    7/1/15    21.20    94.01        -6.92%    9.61%                        90%    10%    48.28%    -14.79%        Weight of TSLA    20%
    8/1/15    22.46    89.73        5.96%    -4.55%        Annualized expected return    -9.78%    20.10%        100%    0%    52.33%    -19.78%        Weight of FB    80%
    9/1/15    20.32    89.90        -9.53%    0.19%        Annualized Std. deviation    27.33%    19.34%        90%    10%    48.28%    -14.79%
    10/1/15    21.30    101.97        4.81%    13.43%        Correlation    0.311            80%    20%    44.48%    -9.80%    (ii)    All such portfolios below the minimum variance portfolio shouldn't be picked
    11/1/15    22.01    104.24        3.36%    2.23%                        70%    30%    41.02%    -4.82%        OR we can say, following portfolios shouldn't be picked because with the rising of
    12/1/15    20.30    104.66        -7.78%    0.40%        Adjusted Annual expected return    -19.78%    30.10%        60%    40%    37.98%    0.17%        Std. deviation, the expected return decreases.
    1/1/16    17.78    112.21        -12.44%    7.21%        Adjusted Annual Std deviation    52.33%    34.34%        50%    50%    35.48%    5.16%            Weights        Std. dev of portfolio    Expected return on...
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?