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  • Homework 1 (Due - Jan 28)

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    Jamila Nussip
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    This document contains homework assignments for a financial risk management class, including tasks to calculate the expected return and standard deviation of a combined portfolio from given weights and statistics of individual portfolios, define what a credit default swap is, and analyze the expected return and standard deviation of Apple stock prices from 2022 using daily closing data downloaded from Yahoo Finance.

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    Financial Risk Management

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    This document contains homework assignments for a financial risk management class, including tasks to calculate the expected return and standard deviation of a combined portfolio from given weights and statistics of individual portfolios, define what a credit default swap is, and analyze the expected return and standard deviation of Apple stock prices from 2022 using daily closing data downloaded from Yahoo Finance.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    5 views1 page

    Homework 1 (Due - Jan 28)

    Uploaded by

    Jamila Nussip
    This document contains homework assignments for a financial risk management class, including tasks to calculate the expected return and standard deviation of a combined portfolio from given weights and statistics of individual portfolios, define what a credit default swap is, and analyze the expected return and standard deviation of Apple stock prices from 2022 using daily closing data downloaded from Yahoo Finance.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Kazakh-British Technical University | Business School

    Discipline: “Financial Risk Management”


    Semester: Spring 2023
    Homework 1
    Student name:_________________________________
    ID:______________________________________________

    Task 1: You have two portfolios: Portfolio A and Portfolio B:


    Weights Return Standard Correlation
    deviation
    Portfolio A 0.65 11% 0.12
    Portfolio B 0.35 25% 0.15
    Correlation -0.2

    1. Calculate expected return of the combined portfolio.

    2. Calculate standard deviation of the combined portfolio.

    Task 2: What is Credit Default Swap? (use your own language)

    Task 3: From yahoo finance dowload daily prices of apple from January 1 2022 to December
    31 2022. Using closing day prices, calculate expected return and standard deviation. (Use excel)

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