hw2 - ORIE 4630 D. Ruppert Homework #2 due Friday, Sep 10,...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
ORIE 4630 — D. Ruppert Homework #2 — due Friday, Sep 10, 2010 Note: Students are required to work independently on homework. 1. Assume that you have $1,000,000 and you want to invest all of this money in a portfolio containing three stocks. 1 Decide which stocks to buy and how many shares of each. Select stocks that have traded during the period Jan 1, 2007 to July 31, 2010. List the number of shares, price per share, and percentage of portfolio for each stock. You should use the most recent closing stock prices. Discuss the reasons why you choose these stocks and their percentages of the portfolio. To get stock prices you can go to Yahoo Finance. Yahoo finance is at: http://finance.yahoo.com/ You will use your stock price data in this homework assignment and in future assign- ments, so keep the data handy. 2. For each of the stocks in your portfolio, get the daily adjusted closing price on Yahoo Finance from Jan 1, 2007 to July 31, 2010. “Adjusted” means for dividends and stock splits. To get this data set, do the following: (a) enter the stock’s symbol (b) click on the stock price chart to enlarge the chart (c) click on “historical prices” (d) set the appropriate data range and “daily” (e) click on “download to spreadsheet” Put your data into a comma separated values (csv) file called “ Stocks.csv ” and load the data into R with the command StockData <- read.csv(’Stocks.csv’,header=TRUE) Select one of the three stocks and plot the daily prices and daily net returns, where
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 09/20/2011 for the course ORIE 4630 at Cornell University (Engineering School).

Page1 / 4

hw2 - ORIE 4630 D. Ruppert Homework #2 due Friday, Sep 10,...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online