Question 1, Version 2 Use the Assignment Question 1 Template to answer this question. It is located in the Assignment Module on Canvas. Gather adjusted month end prices for a 10-stock portfolio...

Ans 1
    10 Stock Portfolio                                                    Risk-free rate    2%
        Stock Symbol                                                Stock Symbol
        Stock #    1    2    3    4    5    6    7    8    9    10        Stock #    1    2    3    4    5    6    7    8    9    10
    Market value        215.598    85.388    379.46    214.907    156.925    194.882    157.11    31.311    63.172    70.256        Alpha    -0.012264103    0.0028659318    -0.0090248737    -0.0000239573    0.0067528142    -0.0065215923    0.0117703785    -0.0024477179    -0.0002702156    -0.0154194541         
    Portfolio weight        0.137    0.054    0.242    0.137    0.100    0.124    0.100    0.020    0.040    0.045        Beta    0.20    0.18    -0.13    0.39    0.39    0.22    0.39    -0.01    0.05    -0.09
                                                        R-squared    0.0240    0.0065    0.0116    0.0447    0.0265    0.0273    0.0188    0.0000    0.0014    0.0064
                                                        Regression of value-weighted portfolio
                                                        Portfolio alpha    -0.0034
                                                        Portfolio beta    0.16
                                                        Portfolio r-squared    0.0209
                                                            S&P500    Portfolio
                                                        Average Return    -0.97%    1.17%
                                                        Beta    1    0.16
                                                        
                                                        Portfolio Statistics
                                                        Sharpe Ratio    -0.169
                                                        Treynor Ratio    -0.051
                                                        Jenson's Alpha    -0.003
    Stock prices                                                    Stock returns
        Stock Symbol    T    GM    WMT    CVX    C    PFE    BA    GLW    SHW    DUK        Stock Symbol
    Date    S&P500    1    2    3    4    5    6    7    8    9    10        Date    S&P500    1    2    3    4    5    6    7    8    9    10    Portfolio
    3/1/16    3,943.34    29.15    26.85    60.09    82.27    41.03    25.71    122.01    16.43    273.86    63.54        
    4/1/16    3,939.34    29.76    26.41    63.61    81.32    41.33    27.28    114.18    18.39    277.46    63.10             -0.10%    2.10%    -1.64%    5.85%    -1.15%    0.73%    6.08%    -6.42%    11.89%    1.32%    -0.70%    1.90%    
    5/1/16    3,811.15    32.84    23.89    66.10    85.29    37.62    27.93    118.51    18.15    280.73    69.92             -3.25%    10.37%    -9.53%    3.92%    4.89%    -8.98%    2.38%    3.79%    -1.30%    1.18%    10.81%    2.81%
    6/1/16    3,714.24    32.91    26.97    66.06    83.38    38.88    29.26    121.97    19.69    286.52    69.76             -2.54%    0.19%    12.87%    -0.07%    -2.24%    3.35%    4.77%    2.92%    8.50%    2.06%    -0.23%    1.86%
    7/1/16    3,756.07    31.42    27.29    64.67    81.84    42.52    27.60    118.13    20.11    271.20    64.92             1.13%    -4.51%    1.20%    -2.10%    -1.85%    9.37%    -5.67%    -3.15%    2.12%    -5.34%    -6.93%    -1.88%
    8/1/16    3,621.63    31.21    27.17    65.73    84.62    42.07    27.09    121.21    21.08    265.23    65.90             -3.58%    -0.66%    -0.47%    1.64%    3.40%    -1.07%    -1.86%    2.61%    4.86%    -2.20%    1.50%    0.75%
    9/1/16    3,269.96    28.28    27.34    63.82    86.13    43.78    25.36    131.05    20.24    234.74    65.88             -9.71%    -9.41%    0.66%    -2.91%    1.78%    4.07%    -6.38%    8.11%    -3.97%    -11.49%    -0.03%    -1.83%
    10/1/16    3,363.00    30.05    29.88    64.19    91.73    50.23    25.70    138.53    21.42    257.57    60.74             2.85%    6.28%    9.27%    0.59%    6.50%    14.73%    1.36%    5.71%    5.81%    9.72%    -7.81%    4.77%
    11/1/16    3,500.31    33.09    30.15    63.00    97.74    53.11    26.23    144.34    21.76    258.45    64.63             4.08%    10.10%    0.90%    -1.86%    6.56%    5.74%    2.07%    4.19%    1.58%    0.34%    6.42%    3.47%
    12/1/16    3,271.12    32.80    32.02    61.27    92.47    49.89    25.63    151.51    23.75    292.18    65.40             -6.55%    -0.87%    6.22%    -2.75%    -5.40%    -6.06%    -2.31%    4.97%    9.15%    13.05%    1.19%    -0.82%
    1/1/17    3,100.29    32.89    32.22    65.11    93.42    53.45    27.56    167.10    24.75    296.73    68.74             -5.22%    0.27%    0.63%    6.28%    1.03%    7.13%    7.53%    10.29%    4.23%    1.56%    5.11%    4.79%
    2/1/17    3,044.31    32.70    30.93    66.17    90.02    53.61    27.91    165.39    24.34    299.13    69.05             -1.81%    -0.57%    -4.02%    1.62%    -3.65%    0.30%    1.29%    -1.03%    -1.66%    0.81%    0.45%    -0.30%
    3/1/17    2,912.43    31.19    30.61    69.52    89.46    52.98    27.68    172.84    26.01    322.75    69.46             -4.33%    -4.62%    -1.03%    5.07%    -0.62%    -1.17%    -0.85%    4.51%    6.85%    7.90%    0.60%    1.16%
    4/1/17    2,584.59    30.69    29.98    72.68    86.76    54.40    26.64    175.46    26.24    319.94    72.14             -11.26%    -1.61%    -2.05%    4.55%    -3.02%    2.68%    -3.74%    1.51%    0.87%    -0.87%    3.85%    0.46%
    5/1/17    2,954.22    30.05    30.87    70.45    88.36    60.10    27.67    186.34    27.24    339.30    71.11             14.30%    -2.08%    2.95%    -3.07%    1.85%    10.47%    3.87%    6.20%    3.81%    6.05%    -1.43%    1.79%
    6/1/17    3,225.52    31.06    32.15    74.46    92.48    61.51    27.32    228.46    26.41    326.07    72.41             9.18%    3.37%    4.16%    5.70%    4.66%    2.35%    -1.28%    22.61%    -3.03%    -3.90%    1.83%    4.91%
    7/1/17    3,230.78    30.22    32.65    72.68    91.15    61.13    27.94    225.83    26.07    328.00    74.26             0.16%    -2.70%    1.56%    -2.40%    -1.44%    -0.61%    2.29%    -1.15%    -1.30%    0.59%    2.56%    -0.84%
    8/1/17    3,140.98    31.60    36.08    73.20    100.51    65.67    29.70    240.96    27.27    347.04    72.13             -2.78%    4.56%    10.51%    0.72%    10.28%    7.42%    6.28%    6.70%    4.60%    5.80%    -2.88%    5.17%
    9/1/17    3,037.56    27.15    38.79    81.79    99.14    66.35    29.16    244.54    28.53    383.01    75.90             -3.29%    -14.09%    7.52%    11.74%    -1.37%    1.04%    -1.79%    1.48%    4.65%    10.36%    5.23%    1.90%
    10/1/17    2,976.74    29.72    38.89    91.08    101.79    68.16    30.16    262.38    29.52    387.14    76.65             -2.00%    9.47%    0.26%    11.36%    2.67%    2.72%    3.42%    7.30%    3.45%    1.08%    0.99%    6.01%
    11/1/17    2,926.46    31.76    37.00    92.51    108.09    67.46    30.40    281.05    29.30    398.31    73.01             -1.69%    6.87%    -4.87%    1.56%    6.20%    -1.02%    0.80%    7.12%    -0.75%    2.89%    -4.75%    2.50%
    12/1/17    2,980.38    30.59    38.63    100.39    108.23    71.15    31.09    337.71    28.59    405.18    68.14        ...