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Other Measures for Optimal Portfolio
Exhibit 10
Exhibit 12
1. Daily Returns for each stock and the market
2. Used Excel formula Covariance/Variance
3.Multiplied result times weight of each stock
4. Added amounts
Beta 1.34
Standard Deviation
Monthly
6.920%
Yearly
23.97%
1. Calculated daily returns Exhibit 12
2. mean return
3. Subtracted (return-mean return)
4. Squared the returns
6. Squared returns times the weights
7. Number 6/ number of sample
8. Number 7* Variance Covariance matrix
Used Exhibit 6: ProValue Market Value
(Ending value - Investment)/Investment
$7,828,719 Ending Value
$5,509,070 Investment
$2,319,649
Year
42.1060%
Daily
0.1671%
Introduction
Nancy Alvarez
Glenn McWherter