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    Assignment_portfolio

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    chandreshpadmani9993

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    Assignment_portfolio

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    chandreshpadmani9993
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    Assignment_portfolio

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    chandreshpadmani9993

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    © All Rights Reserved
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    Assignment on Risk Return and Portfolio Construction

    • Obtain annual closing prices of the selected stocks. Use adjusted closing prices. Have at least 11
    years of data.
    • Compute annual returns and average returns. Also, compute the riskiness i.e. standard deviation
    of returns. Compare this with the market index. Give your observations.
    • Compute geometric mean returns. Compare with arithmetic mean returns.
    • Construct 10 different portfolios with another company (from a different sector) viz. 5% in
    company1 and 95% in company2 and so on. Ensure that the Correlation of returns between two
    stocks is < 0.7. This is to ensure the advantage of diversification is reflected.
    • Compute return and risk for each portfolio. Identify the best portfolio from the list. Construct
    the minimum variance portfolio (read from the book).
    • Write a brief note on your learning from this exercise.
    • Submit hard copies of the assignment. It should be well-structured, neat, and brief. Restrict to 3
    pages (max). Standard font Times New Roman, 12 points.
    • Cover page required. Don’t give Data in the pdf/word report. Email the spreadsheets.

    SUBMISSION DATE: 20TH NOVEMBER 2023, EOD.

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