Efficient Portfolio Assignment
February 18th, 2020
How to make an efficient portfolio in excel using the solver and matrix algebra for given data for these 3 firms?
Date | CGC | AMD | CLVS |
1/2/2019 | 28.920 | 18.830 | 19.390 |
1/3/2019 | 28.110 | 17.050 | 17.660 |
1/4/2019 | 28.230 | 19.000 | 18.340 |
1/7/2019 | 28.900 | 20.570 | 21.730 |
1/8/2019 | 29.640 | 20.750 | 23.900 |
1/9/2019 | 33.600 | 20.190 | 23.810 |
1/10/2019 | 37.550 | 19.740 | 24.800 |
1/11/2019 | 38.250 | 20.270 | 24.080 |
1/14/2019 | 42.490 | 20.230 | 22.730 |
1/15/2019 | 41.300 | 20.380 | 23.310 |
1/16/2019 | 42.100 | 19.730 | 22.720 |
1/17/2019 | 42.770 | 20.250 | 22.370 |
1/18/2019 | 43.520 | 20.770 | 24.000 |
1/22/2019 | 43.660 | 19.760 | 22.650 |
1/23/2019 | 43.450 | 19.800 | 23.040 |
1/24/2019 | 44.210 | 20.850 | 23.940 |
1/25/2019 | 48.480 | 21.930 | 24.480 |
1/28/2019 | 50.770 | 20.180 | 24.710 |
1/29/2019 | 47.130 | 19.250 | 24.480 |
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