Unformatted text preview: FINA 4315 Advanced Business Financial Analysis Extra Credit #4 1. Based on the information you obtained in extra credit project #3, please provide average monthly return, standard deviation, and beta coefficient for following firms & index: (sample period: January 2007 to December 2009) a. S&P 500 index (symbol: ^GSPC) b. ExxonMobil (symbol: XOM) c. Southwest Airlines (Symbol: LUV) d. Tiffany & Co. (Symbol: TIF) 2. Assume there are only two stocks on the market, ExxonMobil and Tiffany & Co. Please calculate correlation coefficient of these two stocks. 3. Please construct attainable set based on the two stocks in previous question by drawing a graph. Also, please point out the efficient frontier and minimum variance portfolio (MVP) from the graph you draw. Note: Additional instruction will be provided in class as well as on the WebCT. ...
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- Fall '09
- Business, EXTRA CREDIT PROJECT, average monthly return, Financial Analysis Extra, minimum variance portfolio