questions - I) Using the New Markowitz Frontier MS-Excel file

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questions - I) Using the New Markowitz Frontier MS-Excel file, you need to obtain 5 years of weekly RETURNS (not prices; you may have to calculate returns from prices) for any two stocks of your choosing.

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I) Using the New Markowitz Frontier MS-Excel file, you need to obtain 5 years of weekly RETURNS (not prices; you may have to calculate returns from prices) for any two stocks of your choosing. You must modify the spreadsheet to use your data. A successful spreadsheet will allow the user to 1) see the efficient frontier, 2) the correlation of returns of the combined portfolio, 3) find the balance of the two stocks that results in a portfolio of minimum risk, 4) explain what is happening in a paragraph or two attached to the spreadsheet II) Using the Monte Carlo Pi MS-Excel file, you need to solve this problem USING Monte-Carlo Simulation. You do NOT need to learn calculus to do this. Technical details: You must turn in a single MS-Excel spread sheet which solves these problems. I) Using the New Markowitz Frontier MS-Excel file, you need to obtain 5 years of weekly RETURNS (not prices; you may have to calculate returns from prices) for any two stocks of your choosing. You must modify the spreadsheet to use your data. A successful spreadsheet will allow the user to 1) see the efficient frontier, 2) the correlation of returns of the combined portfolio, 3) find the balance of the two stocks that results in a portfolio of minimum risk, 4) explain what is happening in a paragraph or two attached to the spreadsheet II) Using the Monte Carlo Pi MS-Excel file, you need to solve this problem USING Monte-Carlo Simulation. You do NOT need to learn calculus to do this. Technical details: You must turn in a single MS-Excel spread sheet which solves these problems.

  • 11 years ago
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