Average Mean and Geometric Mean Assignment
February 21st, 2020
find the average mean and geometric mean of the stocks, individual risks, CV, Beta
select the best stock to be included in the portfolio, the correlation for each pairing
• find the coefficient of correlation for each pairing
• Find the minimum variance portfolio for the best pairing
• Find the portfolio return/risk for the best pairing
• find portfolio return of all four/five stocks
• find portfolio risk of all four/five stocks
And Sharpe/Treynor/Jensen model.
{Please show in excel. This is my assignment} [stocks, NYSE: Alibaba, Under Armor.][German: RWE, Zooplus] date- 30th September 2018 – 2nd January 2019
Date | BABA | RWE | {pair 1} | UA | zooplus | {pair 2} |
01/10/2018 | 162 | 20.96 | 19.34 | 149.899994 | ||
02/10/2018 | 160.23 | 21.13 | 18.52 | 151.899994 | ||
03/10/2018 | 162.37 | 20.43 | 18.85 | 150.100006 | ||
04/10/2018 | 156.13 | 18.69 | 18.290001 | 148.5 | ||
05/10/2018 | 154.63 | 18.13 | 17.809999 | 145.399994 | ||
08/10/2018 | 151.14 | 17.67 | 17.68 | 143.300003 | ||
09/10/2018 | 146.94 | 17.105 | 17.719999 | 140.399994 | ||
10/10/2018 | 138.29 | 17.32 | 16.809999 | 139.100006 | ||
11/10/2018 | 141.9 | 17.52 | 16.82 | 138.699997 | ||
12/10/2018 | 147.29 | 17.475 | 17.27 | 136.899994 | ||
15/10/2018 | 144.16 | 17.62 | 17.309999 | 141.300003 | ||
16/10/2018 | 149.6 | 17.56 | 17.91 | 143.899994 | ||
17/10/2018 | 148.14 | 17.625 | 17.559999 | 143 | ||
18/10/2018 | 142.02 | 17.995 | 17.139999 | 144.399994 | ||
19/10/2018 | 142.93 | 18 | 16.799999 | 146.5 | ||
22/10/2018 | 148.8 | 17.725 | 17.040001 | 145.100006 | ||
23/10/2018 | 146.65 | 17.655 | 16.940001 | 147.5 | ||
24/10/2018 | 139.61 | 17.71 | 16.74 | 146.699997 | ||
25/10/2018 | 144.6 | 17.245 | 17.030001 | 145.899994 | ||
26/10/2018 | 142.87 | 17.295 | 16.549999 | 145.600006 |
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