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  • Template CH 13

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    Fitri Yulianti
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    This document contains historical return data for two stocks (A and B) from 2007-2011, and four other stocks (Loon, UFO, SOP, LOL) from 2005-2009. It also shows potential portfolio allocations and calculations for expected return, standard deviation, and other risk measures for combinations of these stock weights.

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    Template Ch 13

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    This document contains historical return data for two stocks (A and B) from 2007-2011, and four other stocks (Loon, UFO, SOP, LOL) from 2005-2009. It also shows potential portfolio allocations and calculations for expected return, standard deviation, and other risk measures for combinations of these stock weights.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    6 views7 pages

    Template CH 13

    Uploaded by

    Fitri Yulianti
    This document contains historical return data for two stocks (A and B) from 2007-2011, and four other stocks (Loon, UFO, SOP, LOL) from 2005-2009. It also shows potential portfolio allocations and calculations for expected return, standard deviation, and other risk measures for combinations of these stock weights.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 7

    Year Stock A returns Stock B Returns

    2007 10.30% 10.71%


    2008 -0.10% 25.00%
    2009 23.30% 0.38%
    2010 2.20% 26.20%
    2011 14.00% 11.52%
    Expected Return
    Standard Deviation
    Portfolio
    Correlation
    Covariance
    Weights
    Stock A Stock B Portfolio Standard deviation
    100% 0% %
    90% 10%
    80% 20%
    70% 30%
    60% 40%
    50% 50%
    40% 60%
    30% 70%
    20% 80%
    10% 90%
    0% 100%
    Year Loon UFO SOP LOL
    2005 11.10% 17.38% 23.42% 1.48%
    2006 -11.29% -2.29% -7.31% 9.73%
    2007 21.72% 15.53% 8.26% -1.08%
    2008 16.38% 32.33% 14.28% 18.46%
    2009 12.36% -7.85% 9.47% 13.29%
    Expected Return
    Standard Deviation
    Stock Weights
    Loon 25%
    UFO 25%
    SOP 25%
    LOL 25%
    Sum weights
    Expected Return
    Standard Deviation
    Risk Free
    7%
    7%
    7%
    7%
    7%

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