small P R O JECT

Abdallah Al Balushi

For this assignment two chosen stock companies are Apple Inc. and Microsoft Corporation.

Stock Daily Return

Average	0.002562118
Standard Deviation	0.020538173

Index Daily Return

Average	-1.70000414
Standard Deviation	18.2542559

Stock Return and Standard Deviation Estimation

Details are attached in the excel file.

PORTFOLIO RISK AND RETURN ANALYSIS

Portfolio risk	0.010225885
Return	-0.077026527

Risk Diversification Analysis

Expected Return	46.83%	43.67%		45.25%
Standard Deviation	0.096021	0.071173		0.052296
correlation coefficient	-0.24483

The details of each question are given in the excel file.

The effect of stock weight (Frontier Portfolio)

4.6939570785804921E-2 5.2295612732916524E-2 4.7528607338691839E-2 5.077276040249265E-2 5.5899297510991375E-2 5.4010343443537501E-2 4.7528607338691839E-2 4.8005345179700731E-2 5.1662448307794664E-2 5.2959476632190576E-2 0.34331999999999996 0.45249999999999996 0.36515599999999998 0.43066399999999999 0.49617199999999989 0.47433600000000009 0.36515599999999998 0.37825760000000003 0.4437655999999999 8 0.46123440000000004

Standard Deviation

Expected Return