Project #66087 - FINA 320 Investments homework (Excel Work)

Do all of your calculations in Excel 

  1. You own a small portfolio of four stocks, FedEx (FDX), Exxon Mobil (XOM), Target (TGT), and Altria (MO), and you want to examine its historic performance. Using monthly prices (“Adj. Close”) from Jan. 1, 2012 to Dec. 31, 2014 from Yahoo finance, calculate the monthly returns, the average monthly return and the standard deviation for each stock. Also calculate the variance of each stock and their covariance with each other (hint: use the Covariance tool under Data Analysis). Calculate the beta of each stock using the S&P 500 (ticker ^GSPC) as a proxy for the market, confirming your results with regression analysis. Which stock has the highest risk? Which has the highest market risk? Which has the best risk-return relationship (i.e. exhibits mean-variance dominance)? Calculate the historic monthly and annual portfolio return and standard deviation assuming you held 15% in FDX, 20% in XOM, 25% in TGT and 40% in MO.

Subject Business
Due By (Pacific Time) 04/12/2015 10:00 am
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