Unformatted text preview: period. 8. Calculate the return of your portfolio for both each day and the whole period. 9. Calculate the standard deviation of the returns of your portfolio over this holding period. 10. Pick two stocks from your portfolio and calculate both the correlation and covariance between these two stocks (i.e. you need to calculate the daily returns for these two stocks). State the kind of relationship you conclude from your results. Administrative Matters 1. You can do the semester project in group up to two students. In a group project, everybody will receive the same grade. The project is 10% of your grade. 2. It is advised to use excel for the project’s calculations. 3. The deadline for the semester project 6 th June....
View
Full Document
 Spring '09
 MARTIN
 Finance, Economics, Management, 10%, Eastern Mediterranean University, Istanbul Stock Exchange

Click to edit the document details