Finance- Plagiarism free pls

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ForyourreferencetheattachedExcelFileisatemplatetocalculatethemeanstandarddeviationannualizedreturnandstandarddeviationandSharperatios.xlsx
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Sheet1

Date AAPL AMD Portfolio Value Return S&P500 S&P Return
Q(# of Shares) P Q(# of Shares) P
5/4/20 6498.8974555478 76.936127 9400.2633840997 53.189999 1000000.00 2,929.80
5/11/20 6498.8974555478 76.542412 9400.2633840997 54.200001 1006935.57 0.69% 2,863.70 -2.26%
5/18/20 6498.8974555478 79.323433 9400.2633840997 55.169998 1034127.37 2.70% 2,955.45 3.20%
5/25/20 6498.8974555478 79.08712 9400.2633840997 53.799999 1019713.24 -1.39% 3,044.31 3.01%
6/1/20 6498.8974555478 82.460152 9400.2633840997 53.099998 1035054.04 1.50% 3,193.93 4.91%
6/8/20 6498.8974555478 84.276009 9400.2633840997 53.5 1050615.23 1.50% 3,041.31 -4.78%
6/15/20 6498.8974555478 86.992348 9400.2633840997 54.23 1075130.63 2.33% 3,097.74 1.86%
6/22/20 6498.8974555478 87.964951 9400.2633840997 50.099998 1042628.37 -3.02% 3,009.05 -2.86%
6/29/20 6498.8974555478 90.571838 9400.2633840997 52.34 1080626.87 3.64% 3,130.01 4.02%
7/6/20 6498.8974555478 95.439842 9400.2633840997 55.880001 1145540.47 6.01% 3,185.04 1.76%
7/13/20 6498.8974555478 95.845299 9400.2633840997 55.040001 1140279.28 -0.46% 3,224.73 1.25%
7/20/20 6498.8974555478 92.151382 9400.2633840997 69.400002 1251260.68 9.73% 3,215.63 -0.28%
7/27/20 6498.8974555478 105.728088 9400.2633840997 77.43 1414978.40 13.08% 3,271.12 1.73%
8/3/20 6498.8974555478 110.556305 9400.2633840997 84.849998 1516106.42 7.15% 3,351.28 2.45%
8/10/20 6498.8974555478 114.538445 9400.2633840997 81.300003 1508615.05 -0.49% 3,372.85 0.64%
8/17/20 6498.8974555478 123.970551 9400.2633840997 83.809998 1593507.95 5.63% 3,397.16 0.72%
8/24/20 6498.8974555478 124.406647 9400.2633840997 85.550003 1612698.60 1.20% 3,508.01 3.26%
8/31/20 6498.8974555478 120.571503 9400.2633840997 82.010002 1554497.45 -3.61% 3,426.96 -2.31%
9/7/20 6498.8974555478 111.640282 9400.2633840997 76.339996 1443154.81 -7.16% 3,340.97 -2.51%
9/14/20 6498.8974555478 106.496849 9400.2633840997 74.93 1396473.84 -3.23% 3,319.47 -0.64%
9/21/20 6498.8974555478 111.919373 9400.2633840997 78.059998 1461137.07 4.63% 3,298.46 -0.63%
9/28/20 6498.8974555478 112.657005 9400.2633840997 81.800003 1501087.90 2.73% 3,348.42 1.51%
10/5/20 6498.8974555478 116.594315 9400.2633840997 83.099998 1538896.37 2.52% 3,477.14 3.84%
10/12/20 6498.8974555478 118.637726 9400.2633840997 83.169998 1552834.30 0.91% 3,483.81 0.19%
10/19/20 6498.8974555478 114.670517 9400.2633840997 81.959999 1515677.51 -2.39% 3,465.39 -0.53%
10/26/20 6498.8974555478 108.510361 9400.2633840997 75.290001 1412943.55 -6.78% 3,269.96 -5.64%
11/2/20 6498.8974555478 118.3088 9400.2633840997 85.879997 1576171.35 11.55% 3,509.44 7.32%
11/9/20 6498.8974555478 119.082054 9400.2633840997 81.43 1539365.51 -2.34% 3,585.15 2.16%
11/16/20 6498.8974555478 117.164917 9400.2633840997 84.639999 1557081.06 1.15% 3,557.54 -0.77%
11/23/20 6498.8974555478 116.416031 9400.2633840997 87.190002 1576184.83 1.23% 3,638.35 2.27%
11/30/20 6498.8974555478 122.067596 9400.2633840997 94.040001 1677305.57 6.42% 3,699.12 1.67%
12/7/20 6498.8974555478 122.227356 9400.2633840997 91.650002 1655877.21 -1.28% 3,663.46 -0.96%
12/14/20 6498.8974555478 126.471016 9400.2633840997 95.919998 1723595.41 4.09% 3,709.41 1.25%
12/21/20 6498.8974555478 131.773087 9400.2633840997 91.809998 1719417.94 -0.24% 3,703.06 -0.17%
12/28/20 6498.8974555478 132.49202 9400.2633840997 91.709999 1723150.20 0.22% 3,756.07 1.43%
1/4/21 6498.8974555478 131.852966 9400.2633840997 94.580002 1745975.83 1.32% 3,824.68 1.83%
1/11/21 6498.8974555478 126.950294 9400.2633840997 88.209999 1654234.17 -5.25% 3,768.25 -1.48%
1/18/21 6498.8974555478 138.862503 9400.2633840997 92.790001 1774703.62 7.28% 3,841.47 1.94%
1/25/21 6498.8974555478 131.763107 9400.2633840997 85.639999 1661353.47 -6.39% 3,714.24 -3.31%
2/1/21 6498.8974555478 136.555939 9400.2633840997 87.900002 1713746.21 3.15% 3,886.83 4.65%
2/8/21 6498.8974555478 135.369995 9400.2633840997 93.769997 1761218.39 2.77% 3,934.83 1.23%
2/15/21 6498.8974555478 129.869995 9400.2633840997 89.580002 1686087.39 -4.27% 3,906.71 -0.71%
2/22/21 6498.8974555478 121.260002 9400.2633840997 84.510002 1582472.60 -6.15% 3,811.15 -2.45%
3/1/21 6498.8974555478 121.419998 9400.2633840997 78.519997 1527204.77 -3.49% 3,841.94 0.81%
3/8/21 6498.8974555478 121.029999 9400.2633840997 81.050003 1548452.93 1.39% 3,943.34 2.64%
3/15/21 6498.8974555478 119.989998 9400.2633840997 79.059998 1522987.50 -1.64% 3,913.10 -0.77%
3/22/21 6498.8974555478 121.209999 9400.2633840997 77.410004 1515405.78 -0.50% 3,974.54 1.57%
3/29/21 6498.8974555478 123 9400.2633840997 81.089996 1561631.71 3.05% 4,019.87 1.14%
4/5/21 6498.8974555478 133 9400.2633840997 82.760002 1642319.18 5.17% 4,128.80 2.71%
4/12/21 6498.8974555478 134.160004 9400.2633840997 82.150002 1644123.76 0.11% 4,185.47 1.37%
4/19/21 6498.8974555478 134.320007 9400.2633840997 82.760002 1650897.77 0.41% 4,180.17 -0.13%
4/26/21 6498.8974555478 131.460007 9400.2633840997 81.620003 1621594.63 -1.77% 4,181.17 0.02%
5/3/21 6498.8974555478 128.100006 9400.2633840997 77.830002 1564131.32 -3.54% 4,167.59 -0.32%
average weekly return= 0.96% average weekly rm= 0.71%
weekly standard deviation= 4.45% weekly mkt st dev 2.44%
2.85%
Annualized Mean= 49.88% Annualized Mean= 36.87%
Annualized st dev= 32.10% Annualized st dev= 17.56%
T-bill rate as a proxy for risk free rate= 0.130% (refer to the example in the project outline)
Sharp Ratio of your portfolio=(r-rf)/St. Dev= 1.5497460566
Sharpe ratio for the mkt=(r-rf)/St. Dev= 2.0915693081
CAPM
r=rf+b(rm-rf)= 59.46% alpha=actual r -required r= -0.0958427847
In this example, I invested 50% (w1) in stock 1 and 50% (w2) in stock 2.
I also go to Yahoo finance to find out the beta for stock 1, beta(AAPL), and the beta for stock 2, beta(AMD).
weight for Apple= weight for AMD BetaApple BetaAMD portfolio beta
50% 50% 1.2 2.03 w(aaple)*Beta(Apple)+w(AMD)*Beta(AMD)
portfolio beta= 1.615
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