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  • Eficientt Frontier Workshop

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    José Vergara
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    The document provides instructions for a finance course assignment to create an investment portfolio using 10 stocks from the Dow Jones Industrial Index. Students must use stock price data from 2018 to 2021 to analyze: 1) the optimal minimum variance portfolio, 2) the optimal maximum performance portfolio, and 3) the efficient frontier graph. The assignment must be completed in a group of 4-5 students in Microsoft Excel, with a minimum 2% and maximum 20% investment in each stock.

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    ¿Cómo se conforma un portafolio financiero?

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    The document provides instructions for a finance course assignment to create an investment portfolio using 10 stocks from the Dow Jones Industrial Index. Students must use stock price data from 2018 to 2021 to analyze: 1) the optimal minimum variance portfolio, 2) the optimal maximum performance portfolio, and 3) the efficient frontier graph. The assignment must be completed in a group of 4-5 students in Microsoft Excel, with a minimum 2% and maximum 20% investment in each stock.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views1 page

    Eficientt Frontier Workshop

    Uploaded by

    José Vergara
    The document provides instructions for a finance course assignment to create an investment portfolio using 10 stocks from the Dow Jones Industrial Index. Students must use stock price data from 2018 to 2021 to analyze: 1) the optimal minimum variance portfolio, 2) the optimal maximum performance portfolio, and 3) the efficient frontier graph. The assignment must be completed in a group of 4-5 students in Microsoft Excel, with a minimum 2% and maximum 20% investment in each stock.

    Copyright:

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

    TECHNOLOGICAL UNIVERSITY OF BOLIVAR

    Business School
    Course: FINANCE I
    Workshop Risk - Return

    Make the formation of an investment portfolio with 10 shares, which you should choose
    preferably from the DOW JONES INDUSTRIAL INDEX. To do this, you must
    download from the Yahoo Finance website the adjusted daily closing prices for the years
    2018 (January 1) to 2021 (December 31). You must perform:
    1. VALUE 1.5. The optimal combination for minimum variance portfolio, including
    the pie chart and its interpretation.
    2. VALUE 1.5. The optimal combination for maximum performance portfolio,
    including the pie chart and its interpretation.
    3. VALUE 2.0. The Efficient Frontier graph, including its interpretation.
    NOTES:
    a) The work must be done in MS EXCEL, with presentation sheet.
    b) The minimum investment percentages are 2% and maximum 20%.
    c) The work mut be done in group (minimum 4 – maximum 5 students).

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