Reference no: EM131084489
1. For an equally weighted portfolio of the three US companies, calculate (a) the monthly portfolio return each month in the nine year period, (b) the average monthly portfolio return for the nine year period and (c) the standard deviation of the nine years of monthlyreturns on the portfolio.
[Note that the standard deviation of monthly returns on the portfolio is not equal to the average of the company's standard deviations, nor is it the standard deviation of the company's average returns or the standard deviation of the standard deviation of the company's returns.]
2. For an equally weighted portfolio of all six companies, calculate (a) the monthly portfolio return each month in the nine year period, (b) the average monthly portfolio return for the nine year period and (c) the standard deviation of the nine years of monthly returns on the portfolio.
3. Contrast the risk of the US portfolio and the global portfolio. Explain the reason for your findings.
4.
a. Select a return that is greater than the returns from 4(b) and less than the highest returns from 3(b).
b. Use the solver in excel to determine what percentage of funds should be invested in each US stockto provide the lowest risk domestic portfolio that has the return selected in part a.
5. Use the solver in excel to determine what percentage of funds should be invested in each US and foreign stockthat to provide the lowest risk domestic portfolio that has the return selected in 7(a).
6. Contrast the results for questions 4 and 5 and explain the reasons for your findings.
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