ind return, mean, variance, standard deviation and correlation of two stocks with three years worth of monthly data. 30 points -be unique, i shouldn't see the same pairs of stocks among all of you. -i would recommend using finance as a source, as we did in class -the mean of the return will be the expected return for your stock. -you may use excel functions for all of the above. -adjusted close should be the price you use. 2. find efficient frontier using arbitrary weights and plot it. 20 points -i.e. use weights 10%,20%....90% 100% -for all formulas which require it, assume risk free rate is equal to 0. 3. calculate sharpe ratio. 10 points 4. find optimal portfolio weights using solver. find minimum variance portfolio weights using solver and compare. 10 points -remember what we are trying to maximize. -make sure both are separate and labeled. -if you need help using the function: https://support.microsoft/en-us/office/define-and-solve-a-problem-by-using-solver-5d1a388f-079d-43ac-a7eb-f63e45925040?ns
