Price Series for stocks A, B, and C
able[[2,Date, able[[A stock],[price]], able[[B stook],[price]], able[[C stock],[price]],A Stock Return],[3,31-Dec-2007,1.10,35.63,4.53| ,-2-10,090909090909
Price Series for stocks A,B.and C A stock B stock Cstock Date price price price A Stock Return 31-Dec-2007 1.10 35.63 4.53[090909090909)505192253611057695825 31-Dec-2008 2.40 47.04 4.86 19.6326530612251810699588 31-Dec-2009 4.18 51.58 4.5771291866028823264831339997068463 31-Dec-2010 8.90 45.08 4.75685393258425342502218312714370196 31-Dec-2011 4.19 51.49 4.907828162291161095358322118604549215 31-Deo-2012 2.37 57.90 4.90379746835442570120898111785068457 31-Dec-2013 2.23 36.26 5.35089686098652504688361831002053556 31-Dec-2014 2.10 52.36 4.9333333333333434415584415/1264367816 31-Dec-2016 3.22 77.61 5.45248447204969094188893374215054988 31-Dec-2016 1.67 79.14 5.9092215568862312784938085/1450319698 31-Dec-2017 1.48 131.14 5.260810810810813063138630547929298117 31-Dec-2018 1.55 186.62 5.43 120.45985424927312338858196 31-Dec-2019 1.04 230.49 6.00 221.62538112716385 36.9375
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8 9 10 11 12 13 14 15 16 17 Part A:Stock Statistics 18 Retum 19 Variance 20 Standard Deviation 21 Correlation 22 Covariance 23 24 Part B:50-50 Portfolio 25 Weights 26 Portfolio Variance 27 Expected Return 28 29 30 Part C:Minimize Variance finalNew..
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