Stocks: Yahoo, Google, Apple, Amazon, Novartis
Collect 60 months of stock returns (make sure that you have 60 months of stock returns).
The last return should be December 2013.
It is your choice to decide the portfolio weighting (as long as all are positive and all sum up to 1)
Calculate the mean return and standard deviation for each security.
Calculate the expected return of your portfolio.
Calculate the covariance and correlation matrix of the securities in your portfolio.
Calculate the variance and standard deviation of your portfolio.
From Kenneth French data website choose the excess return on the market and the one-month risk-free rate for the 60-month time period.
Calculate the Sharpe ratio of your portfolio and for the market index.
Plot of mean return versus standard deviation.
All of this has to be done on Excel.
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