Finance

Order Description

According to the excel, you can respond my 7 questions. You can also find answer from websites.

Portfolio HW
1.    How does your portfolio compare to your individual holdings? Was diversification helpful? Successful?
2.    What does your beta imply? What does your alpha imply?
3.    Knowing what you know, i.e. returns, risks, how would you change your allocation to improve your portfolio’s risk and return? Calculate summary and portfolio statistics with your changes incorporated.
4.    Did you change increase returns? Reduce risk? Are you comfortable with the results?
5.    If you expected the economy to slow what sectors would you emphasize and why? If you expected a robust economy what sectors would you emphasize and why?
6.    Does the correlation matrix help form any option on how weight your stocks or how you might want to change weight to change wright going forward?
7.    Download prices for the period Dec 1999 to December 2002. Calculate portfolio statistics. Apply the weights from the changes you recommended from 2 above.  Are these the results you were expecting? Examine the correlation matrix. Does the matrix provide guidance as to weightings?

Finance

Order Description

According to the excel, you can respond my 7 questions. You can also find answer from websites.

Portfolio HW
1.    How does your portfolio compare to your individual holdings? Was diversification helpful? Successful?
2.    What does your beta imply? What does your alpha imply?
3.    Knowing what you know, i.e. returns, risks, how would you change your allocation to improve your portfolio’s risk and return? Calculate summary and portfolio statistics with your changes incorporated.
4.    Did you change increase returns? Reduce risk? Are you comfortable with the results?
5.    If you expected the economy to slow what sectors would you emphasize and why? If you expected a robust economy what sectors would you emphasize and why?
6.    Does the correlation matrix help form any option on how weight your stocks or how you might want to change weight to change wright going forward?
7.    Download prices for the period Dec 1999 to December 2002. Calculate portfolio statistics. Apply the weights from the changes you recommended from 2 above.  Are these the results you were expecting? Examine the correlation matrix. Does the matrix provide guidance as to weightings?