1) Calculate the weights on the stocks that minimize risk using Exce.pdf
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1) �A qu� categor�a de factores de producci�n pertenece la madera.pdf
1) Calculate the weights on the stocks that minimize risk using Exce.pdf
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1) Calculate the weights on the stocks that minimize risk using Excels SOLVER. 2) Compute the optimal risky portfolio (e.g. maximize Sharpe ratio) 3) Use 5 points to draw the efficient frontier using these portfolios DateAMZNRtrnQQQRtrnSPYRtrnVZRtrnMSFTRtrnWMTRtrnIBMRtrn2012-01-04- 0.00850.00420.0016-0.01310.0235-0.0103-0.00412012-01-050.00060.00820.0027- 0.00690.0102-0.0049-0.00472012-01-060.02820.0035-0.0026-0.01570.0155-0.0071- 0.01152012-01-09-0.0222-0.00330.00240.0010-0.01320.0031-0.00522012-01- 100.00440.00730.00870.00520.0036-0.0024-0.00152012-01-11-0.00250.00210.00050.0086- 0.00430.00610.00562012-01-12-0.01660.00400.00240.00050.01010.0017-0.00972012-01- 130.0142-0.0036-0.00520.00000.00890.0007- 0.00772012-01-170.01820.00910.00390.00260.00040.00520.00472012-01- 180.04280.01330.0111-0.0003-0.00110.00270.00592012-01-190.02640.00620.0053-0.0003- 0.00390.0100-0.00302012-01-20-0.0181-0.00150.0006-0.00080.05650.00660.04432012-01-23- 0.02530.00030.0005-0.01460.0007-0.00160.00772012-01-240.0049-0.0018-0.0011-0.0159- 0.01310.00790.01032012-01-250.00430.01260.0084-0.00260.00750.0013-0.00102012-01- 260.0294-0.0035-0.0051-0.0093-0.0020-0.0081-0.00392012-01-270.01060.0030-0.0005-0.0035- 0.0092-0.0043-0.00272012-01-30-0.01650.0008-0.00340.01070.01300.00970.01072012-01- 310.01190.0013-0.00040.0013-0.00270.00100.00052012-02-01- 0.07700.00810.00880.00370.01220.01340.00012012-02-020.01260.00310.0016-0.00630.0020- 0.0039-0.00572012-02-030.03280.01370.01400.00750.00970.00150.01102012-02-06-0.0242- 0.0008-0.00070.0079-0.0013-0.0024-0.00422012-02-070.00570.00210.0025-0.00580.0050- 0.00310.00272012-02-080.00700.00530.00300.00000.0102-0.0011-0.00212012-02-09- 0.00270.00720.00130.00000.00360.00550.00092012-02-100.0030-0.0070-0.0074-0.0061- 0.0088-0.0010-0.00372012-02-130.03260.00930.00740.01170.0026-0.00180.00102012-02-14- 0.00150.0025-0.0013-0.0024-0.01080.0070-0.00212012-02-15-0.0357-0.0070-0.0047-0.0055- 0.0066-0.00740.00022012-02-16-0.02460.01370.01110.00580.04130.00450.00402012-02- 170.0143-0.00310.00260.0108-0.00130.00710.00212012-02-21- 0.00130.00280.00040.00080.0061-0.0386-0.00022012-02-22-0.0092-0.0046-0.0032-0.0073- 0.0054-0.02450.00252012-02-23-0.00940.00660.0044-0.00210.0032-0.00100.01932012-02- 240.00130.00350.00220.00030.00350.00430.00082012-02-27-0.00330.00140.0017-0.0003- 0.0041-0.0056-0.00122012-02-280.02950.01010.00290.00050.01660.00800.00232012-02-29- 0.0224-0.0045-0.0039-0.0010-0.00410.0025- 0.00632012-03-010.00190.00790.00520.00840.0173-0.00440.00412012-03-02-0.0041-0.0008- 0.00300.0062-0.00650.00320.00652012-03-050.0054-0.0103-0.00410.0085- 0.00870.00660.00932012-03-060.0046-0.0098-0.0146-0.0079-0.0075-0.0072-0.01692012-03- 070.01480.00770.00700.00470.00890.01510.00262012-03-080.02110.01080.00990.00900.0053- 0.00150.01032012-03-09-0.01770.00420.0039-0.0031-0.00060.00520.00412012-03-12- 0.00500.00050.00010.00560.00160.01000.00192012-03-130.00650.01860.01800.00410.01970.0 0530.01382012-03-14-0.01260.0035-0.0011-0.00030.00310.00130.00462012-.
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1) Calculate the weights on the stocks that minimize risk using Exce.pdf
- 1) Calculate the weights on the stocks that minimize risk using Excels SOLVER. 2) Compute the optimal risky portfolio (e.g. maximize Sharpe ratio) 3) Use 5 points to draw the efficient frontier using these portfolios DateAMZNRtrnQQQRtrnSPYRtrnVZRtrnMSFTRtrnWMTRtrnIBMRtrn2012-01-04- 0.00850.00420.0016-0.01310.0235-0.0103-0.00412012-01-050.00060.00820.0027- 0.00690.0102-0.0049-0.00472012-01-060.02820.0035-0.0026-0.01570.0155-0.0071- 0.01152012-01-09-0.0222-0.00330.00240.0010-0.01320.0031-0.00522012-01- 100.00440.00730.00870.00520.0036-0.0024-0.00152012-01-11-0.00250.00210.00050.0086- 0.00430.00610.00562012-01-12-0.01660.00400.00240.00050.01010.0017-0.00972012-01- 130.0142-0.0036-0.00520.00000.00890.0007- 0.00772012-01-170.01820.00910.00390.00260.00040.00520.00472012-01- 180.04280.01330.0111-0.0003-0.00110.00270.00592012-01-190.02640.00620.0053-0.0003- 0.00390.0100-0.00302012-01-20-0.0181-0.00150.0006-0.00080.05650.00660.04432012-01-23- 0.02530.00030.0005-0.01460.0007-0.00160.00772012-01-240.0049-0.0018-0.0011-0.0159- 0.01310.00790.01032012-01-250.00430.01260.0084-0.00260.00750.0013-0.00102012-01- 260.0294-0.0035-0.0051-0.0093-0.0020-0.0081-0.00392012-01-270.01060.0030-0.0005-0.0035- 0.0092-0.0043-0.00272012-01-30-0.01650.0008-0.00340.01070.01300.00970.01072012-01- 310.01190.0013-0.00040.0013-0.00270.00100.00052012-02-01- 0.07700.00810.00880.00370.01220.01340.00012012-02-020.01260.00310.0016-0.00630.0020- 0.0039-0.00572012-02-030.03280.01370.01400.00750.00970.00150.01102012-02-06-0.0242- 0.0008-0.00070.0079-0.0013-0.0024-0.00422012-02-070.00570.00210.0025-0.00580.0050- 0.00310.00272012-02-080.00700.00530.00300.00000.0102-0.0011-0.00212012-02-09- 0.00270.00720.00130.00000.00360.00550.00092012-02-100.0030-0.0070-0.0074-0.0061- 0.0088-0.0010-0.00372012-02-130.03260.00930.00740.01170.0026-0.00180.00102012-02-14- 0.00150.0025-0.0013-0.0024-0.01080.0070-0.00212012-02-15-0.0357-0.0070-0.0047-0.0055- 0.0066-0.00740.00022012-02-16-0.02460.01370.01110.00580.04130.00450.00402012-02- 170.0143-0.00310.00260.0108-0.00130.00710.00212012-02-21- 0.00130.00280.00040.00080.0061-0.0386-0.00022012-02-22-0.0092-0.0046-0.0032-0.0073- 0.0054-0.02450.00252012-02-23-0.00940.00660.0044-0.00210.0032-0.00100.01932012-02- 240.00130.00350.00220.00030.00350.00430.00082012-02-27-0.00330.00140.0017-0.0003- 0.0041-0.0056-0.00122012-02-280.02950.01010.00290.00050.01660.00800.00232012-02-29- 0.0224-0.0045-0.0039-0.0010-0.00410.0025- 0.00632012-03-010.00190.00790.00520.00840.0173-0.00440.00412012-03-02-0.0041-0.0008- 0.00300.0062-0.00650.00320.00652012-03-050.0054-0.0103-0.00410.0085- 0.00870.00660.00932012-03-060.0046-0.0098-0.0146-0.0079-0.0075-0.0072-0.01692012-03-
- 070.01480.00770.00700.00470.00890.01510.00262012-03-080.02110.01080.00990.00900.0053- 0.00150.01032012-03-09-0.01770.00420.0039-0.0031-0.00060.00520.00412012-03-12- 0.00500.00050.00010.00560.00160.01000.00192012-03-130.00650.01860.01800.00410.01970.0 0530.01382012-03-14-0.01260.0035-0.0011-0.00030.00310.00130.00462012-03- 150.01190.00290.00580.00180.00240.00250.00632012-03-160.0034-0.0024-0.00300.0008- 0.0076-0.00640.00002012-03-190.00250.00710.00390.0020-0.0123-0.0016-0.00142012-03- 200.03670.0018-0.0029-0.0005-0.0065-0.0023-0.00712012-03-21-0.00310.0001-0.00160.0038- 0.0025-0.00070.00222012-03-220.0035-0.0021-0.0072-0.00300.00280.00150.00392012-03- 230.0137-0.00060.0032-0.00610.00030.00160.00002012-03-260.04010.01750.0140- 0.00230.01810.00740.01112012-03-270.01270.0015-0.0031-0.0170-0.0021-0.0018-0.00282012- 03-28-0.0208-0.0040-0.0050-0.0103-0.01010.00160.00052012-03-290.0172-0.0038-0.0017- 0.0050-0.0022-0.00600.00472012-03-30-0.0103-0.00190.00410.00420.00440.00620.00182012- 04-02-0.02200.01040.00730.00760.00090.00260.00392012-04-030.0081-0.0003-0.0041-0.0016- 0.0108-0.01160.00012012-04-04-0.0284-0.0136-0.0099-0.0018-0.0229-0.0064-0.01652012-04- 050.00210.0062-0.0005-0.01900.00990.0068-0.00282012-04-09-0.0130-0.0075-0.0112-0.0053- 0.0133-0.0089-0.00262012-04-10-0.0255-0.0161-0.0168-0.0176-0.0203-0.0033-0.01272012-04- 110.00530.00480.00810.0158-0.0039- 0.00220.00122012-04-120.01450.01140.01310.00450.02080.00570.01352012-04-13-0.0117- 0.0152-0.0119-0.0077-0.0055-0.0062-0.01232012-04-16-0.0157-0.0112- 0.00070.00460.00880.0136- 0.00042012-04-170.01560.02030.01480.00830.01160.02130.02332012-04-180.0142-0.0025- 0.0034-0.0021-0.00950.0031-0.03532012-04-190.0002-0.0113-0.00640.0130-0.0042-0.0050- 0.00312012-04-20-0.0059-0.00270.00170.01520.04550.01130.00052012-04-23-0.0092-0.0091- 0.0084-0.0041-0.0093-0.0466-0.00492012-04-240.0111-0.00540.00380.0241-0.0062- 0.02970.00692012-04-250.02150.02660.0137-0.00050.0088-0.00710.01782012-04- 260.00810.00590.00700.0167-0.00280.02770.00992012-04-270.15750.00600.00160.0022- 0.00400.00140.00602012-04-300.0223-0.0071-0.00370.00370.0013-0.00200.0013