Recent Question/Assignment
Presentation
• Find the Efficient Frontier using Capital Asset Pricing Model
• Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio)
• Go to google finance
– Download daily historical prices from Jan 2013 or more recent
– For:
• The Priceline Group Inc PCLN
• Alphabet GOOGL
• Skyworks Solutions SWKS
• Ocean Power Technologies, Inc OPTT
• Tripadvisor INc TRIP
• ENERGEN EGN
• Unit Corporation UNT
• McAfee Global Technologies MGT
• Grubhub GRUB
• 58.com WUBA
• SAE Exploration SAEX
• Chipotle CMG
• Chesapeake Energy Corp. CHK
• Northern Dynasty Minerals NAK
– 5 minute presentation of your results.
– Presentation must include a graph of the efficient frontier in the (return, risk) space j – Provide excel sheet for calculations
– Provide of explanation for each step and assumptions specifically for the weight combos
Presentation
• Need to compute as many combinations of weights for these 8 companies
• Find the Efficient Frontier using Capital Asset Pricing Model
• Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio)
• Go to google finance
– Download daily historical prices from Jan 2013 or more recent
– For:
• The Priceline Group Inc PCLN
• Alphabet GOOGL
• Skyworks Solutions SWKS
• Ocean Power Technologies, Inc OPTT
• Tripadvisor INc TRIP
• ENERGEN EGN
• Unit Corporation UNT
• McAfee Global Technologies MGT
• Grubhub GRUB
• 58.com WUBA
• SAE Exploration SAEX
• Chipotle CMG
• Chesapeake Energy Corp. CHK
• Northern Dynasty Minerals NAK
– 5 minute presentation of your results.
– Presentation must include a graph of the efficient frontier in the (return, risk) space j – Provide excel sheet for calculations
– Provide of explanation for each step and assumptions specifically for the weight combos
Presentation
• Need to compute as many combinations of weights for these 8 companies
Looking for answers ?
Recent Questions
Assessment 2: (20%) Case Study Presentation Due Date weeks 10This assessment builds on your theoretical knowledge and tests your ability to apply this knowledge to practice.you are required to formulate...Assessment 2Assessment 2Report: 30%Word count: 1400 – 1600 wordsDue date: Sunday of Week 8DescriptionYou are playing the role of a community service worker supporting a young adult son who is 18 years...1500-1800 wordsInstructions From TutorPlease download the eTask3 spreadsheet from Canvas and save the eTask spread as an Excel file. The main content of the force method is taught in Lectures 6,7&8.eTask3.1 is a...ASSIGNMENT INSTRUCTIONSAssessment Practical assessmentAssessment code: 011Academic Year: 2023/2024Trimester: 2Module Title: Critical Perspectives on Cross-Border BusinessModule Code: MOD009194Level: 6Module...Information Systems Analysis & DesignAssignmentDue date: Week 5 Friday (5 Apr 2024) 11:59 pm AESTWeighting: 30%Length: 1,200 to 1,500 words (penalty will apply if the length is outside this limit)Assessment...Problem:University of Technology Sydney 48353: CONCRETE DESIGN Autumn 2024 - Assignment 2 (13 Marks)The figure illustrates the cross-section of a reinforced concrete column with a hexagonal shape (equal...Show All Questions