First go to https://www.investing.com
Choose two Saudi companies
Download the daily stock data from January, 2022 to December 31, 2022
Compute the daily returns of each company (using the attached excel sheet) – 2.5 points
Compute the individual asset statistics – 2.5 points
Compute the portfolio statistics using different weight combinations – 5 points
Choose the portfolio combination with the highest Sharpe ratio – Word Document
Finally, submit your work as an excel sheet and word document. use the attached templates
The individual asset information
The individualasset statistics
What is the optimal portfolio combination with the highest Sharpe ratio?
Is the risk of the individual asset higher than the portfolio risk?
Listed Market
Company Name
Ticker
Data Range
Asset Number 1
Saudi Tadawul
January 1- December 31, 2022
Asset Number 2
Saudi Tadawul
January 1- December 31, 2022
Asset 1
Asset 2
Expected returns of the stock returns متوسط عوائد السهم
Standard deviation of the stock returns (Risk) الانحراف المعياري لعوائد السهم
Covariance الترابط لعوائد السهمين
Risk Free Rate معدل الفائدة الخالي من المخاطر
0.01%
Weight of Asset 1
Weight of Asset 2
Expected returns of this optimal portfolio
Risk of this optimal portfolio
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