solution

solution.

Download monthly share price data covering the most recent 5- year period for five companies of your choice within the FTSE 100 index and perform the following tasks:

1. Calculate monthly simple returns on shares of the selected companies and comment on the data referring to appropriate descriptive statistics measures.
2. Construct a variance-covariance matrix of the returns and present the results in an appropriate matrix format. Comment on the key features of this matrix.
3. Calculate the expected return of an equally weighted portfolio of the five companies.
4. Calculate the standard deviation of the above equally weighted portfolio using matrix algebra. Briefly comment on the trade-off between risk and return.

Save your time - order a paper!

Get your paper written from scratch within the tight deadline. Our service is a reliable solution to all your troubles. Place an order on any task and we will take care of it. You won’t have to worry about the quality and deadlines

Order Paper Now

solution

 
"Looking for a Similar Assignment? Get Expert Help at an Amazing Discount!"