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  • Assignment 8 of Porfolio Management

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    factical
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    The document contains daily price data for two securities (R1 and R2) from November 30, 2023 to October 2, 2023. It also includes the daily returns and some statistical metrics like expected return, variance, standard deviation, and correlation for the two securities.

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    excel based assignment on portfolio management

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    Assignment 8 of porfolio management

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    The document contains daily price data for two securities (R1 and R2) from November 30, 2023 to October 2, 2023. It also includes the daily returns and some statistical metrics like expected return, variance, standard deviation, and correlation for the two securities.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views2 pages

    Assignment 8 of Porfolio Management

    Uploaded by

    factical
    The document contains daily price data for two securities (R1 and R2) from November 30, 2023 to October 2, 2023. It also includes the daily returns and some statistical metrics like expected return, variance, standard deviation, and correlation for the two securities.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    price of

    Date meezan
    bank price of unR1 R2
    11/30/2023 154.5 182.1
    11/29/2023 156.5 184.95 0.012862 0.01553
    11/28/2023 159.75 184.92 0.020554 -0.000162
    11/27/2023 157.5 171.5 -0.014185 -0.07534
    11/24/2023 160.3 165.45 0.017622 -0.035914
    11/23/2023 162 164.9 0.010549 -0.00333
    11/22/2023 153.5 164.5 -0.053896 -0.002429 EXPECTED -0.006699025
    11/21/2023 146.65 164.44 -0.045652 -0.000365 EXPECTED RETURN 2 -0.005523066
    11/20/2023 145.8 161.05 -0.005813 -0.020831 varience 1 154.20868252
    11/17/2023 144.4 159 -0.009649 -0.012811 varience2 69.835898548
    11/16/2023 145.85 159.1 0.009991 0.000629 S.D1 0.0170192737
    11/15/2023 145.55 158 -0.002059 -0.006938 S.D2 0.0190171271
    11/14/2023 145.51 158.1 -0.000275 0.000633 Correlation-3.916748E-05
    11/13/2023 147.51 160.5 0.013651 0.015066
    11/10/2023 149.05 159.8 0.010386 -0.004371
    11/8/2023 145.5 159.7 -0.024106 -0.000626
    11/7/2023 143.3 157.85 -0.015236 -0.011652
    11/6/2023 142.1 157.2 -0.008409 -0.004126
    11/3/2023 142.5 156 0.002811 -0.007663
    11/2/2023 135.5 166.69 -0.05037 0.06628
    11/1/2023 136.9 166.71 0.010279 0.00012
    10/31/2023 137.49 167.51 0.0043 0.004787
    10/30/2023 136 163.6 -0.010896 -0.023619
    10/27/2023 137.5 160 0.010969 -0.022251
    10/26/2023 135.99 158.55 -0.011043 -0.009104
    10/25/2023 133.75 157.14 -0.016609 -0.008933
    10/24/2023 133.21 157.54 -0.004046 0.002542
    10/23/2023 133.89 157.5 0.005092 -0.000254
    10/20/2023 132.8 158.15 -0.008174 0.004118
    10/19/2023 131.97 158.89 -0.00627 0.004668
    10/18/2023 129.5 156.13 -0.018894 -0.017523
    10/17/2023 128.5 154.01 -0.007752 -0.013671
    10/16/2023 127.45 155.99 -0.008205 0.012774
    10/13/2023 128 157 0.004306 0.006454
    10/12/2023 124.5 154.84 -0.027725 -0.013853
    10/11/2023 125.15 153.2 0.005207 -0.010648
    10/10/2023 125 152.94 -0.001199 -0.001699
    10/9/2023 121.3 150.6 -0.030047 -0.015418
    10/6/2023 121 148.79 -0.002476 -0.012091
    10/5/2023 120.11 148.49 -0.007383 -0.002018
    10/4/2023 119.7 147.8 -0.003419 -0.004658
    10/3/2023 117.4 144 -0.019402 -0.026047
    10/2/2023 116.61 144.4 -0.006752 0.002774

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