Answer the questions below using the annual return data on stocks A-G. Year A B C D E F G 1
0.2 -0.03 -0.1 -0.1 0.1 0.3 -0.1 2 0.1 0.2 0 0.1 0.2 0.3 0.1 3 0.4 0.2 0.1 0.4 0.3 0.4 0.05 4 0.1 -0.2
0.3 -0.1 0.2 -0.1 0.3 5 0.2 0.3 0.3 -0.2 0.2 0.2 0.25 6 0.2 -0.2 -0.1 0.1 0.1 -0.1 0.3 7 0.5 0.5 0.1 0.3
0.3 0.3 0.2 8 -0.1 0.1 0.2 0.3 0.1 0.2 0.3 9 0.13 -0.1 0.2 -0.1 0.2 -0.2 0.2 10 0.1 0.4 0.3 0.1 0.1 0.4
-0.2 (20pts) Build a spreadsheet that calculates the standard deviation, variance, and return for a
portfolio of Assets A-G. Find the minimum variance portfolio weights for this portfolio
assuming no short-selling is allowed. Please cut and paste your results into the textbox below.
You will upload the spreadsheet in the next part. (10 pts) Calculate the minimum variance
portfolio weights for a portfolio that has a desired return of 16.3%. Please cut and paste your
results into the textbox below. You will upload the spreadsheet in the next part. You probably
will want to cut and paste your spreadsheet in part 1 to solve part 2 (perhaps in a new workbook)..
Answer the questions below using the annual return data on stocks A-.pdf
1. Answer the questions below using the annual return data on stocks A-G. Year A B C D E F G 1
0.2 -0.03 -0.1 -0.1 0.1 0.3 -0.1 2 0.1 0.2 0 0.1 0.2 0.3 0.1 3 0.4 0.2 0.1 0.4 0.3 0.4 0.05 4 0.1 -0.2
0.3 -0.1 0.2 -0.1 0.3 5 0.2 0.3 0.3 -0.2 0.2 0.2 0.25 6 0.2 -0.2 -0.1 0.1 0.1 -0.1 0.3 7 0.5 0.5 0.1 0.3
0.3 0.3 0.2 8 -0.1 0.1 0.2 0.3 0.1 0.2 0.3 9 0.13 -0.1 0.2 -0.1 0.2 -0.2 0.2 10 0.1 0.4 0.3 0.1 0.1 0.4
-0.2 (20pts) Build a spreadsheet that calculates the standard deviation, variance, and return for a
portfolio of Assets A-G. Find the minimum variance portfolio weights for this portfolio
assuming no short-selling is allowed. Please cut and paste your results into the textbox below.
You will upload the spreadsheet in the next part. (10 pts) Calculate the minimum variance
portfolio weights for a portfolio that has a desired return of 16.3%. Please cut and paste your
results into the textbox below. You will upload the spreadsheet in the next part. You probably
will want to cut and paste your spreadsheet in part 1 to solve part 2 (perhaps in a new workbook).
