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portfolio weights WS WB -0.1 0 1 0.092 0.908 0.062 0.938 1 0 1.667 0.333 0.588 0.412 0.888 0.112 0.877 0.123 0.877 0.123 0.633 0.367 -0.44 1 0 0.879...

This question was answered on Jan 02, 2013. View the Answer
Hi,
I have small project and I need your help with it, below the steps and information:
The project idea is based upon how to form a portfolio applying theory with practical approach.
Follow the steps suggested below;
1. Select any 8 securities from the stock market. Among these 4 should be Sock securities and 4 should be Debt securities. These securities of stock should be from Qatar market and debt securities from any International stock market.
2. Form the 4 separate portfolios; two securities in each portfolio, [One stock + One debt security in each] see the flow chart.
3. Select the observations of securities prices from the respective stock exchanges sites for last Three months of periods starting from the date of 01/09/2012 to 30/11/2012
4. Once selected the securities and uploaded the prices for the period; apply the Weight for each two securities in each portfolio.
5. Calculate;
A. Expected Returns for each security
B. Variance for each security
C. Standard Deviation of each security
D. Standard Deviation of each portfolio
E. Covariance for each group
F. Coefficient Correlation for each group
G. Select the best portfolio among the four options
H. State the reasons of selection
6. Show up every calculations along with all formulas.
7. Show all tables and sub tables.
8. Use excel as software.
9. Attach all documents with references.
10. Use 12 font size and Times New Romans.

Thank you in advance!
Asma
portfolio weights QNB Qatar&Oman Inti.Islamic Bank National Leasing Date: WB WS 133.5 11.93 51.1 77.7 9/1/2012 1.2 -0.2 134.1 11.95 51.3 78 SEP 9/2/2012 1.1 -0.1 133.6 12 51.1 77.7 9/3/2012 1 0 133.9 12 51 78 9/4/2012 0.908 0.092 133.7 11.98 51.1 78 9/5/2012 0.9 0.1 133.8 11.87 51.1 77.9 9/6/2012 0.7 0.3 133.8 11.87 51.1 77.9 9/7/2012 0.938 0.062 133.8 11.87 51.1 77.9 9/8/2012 0 1 133.7 12.04 51.3 78 9/9/2012 -0.5 1.5 133.9 11.99 51.3 77.8 9/10/2012 -0.3 1.3 133 12.26 51.7 78 9/11/2012 0.5 0.5 133.4 12.4 51.8 77.5 9/12/2012 0.9 0.1 135 12.2 52.3 78 9/13/2012 0.333 0.667 135 12.2 52.3 78 9/14/2012 0.412 0.588 135 12.2 52.3 78 9/15/2012 0.112 0.888 134.8 12.25 52.5 78 9/16/2012 0.23 0.77 134.6 12.41 52.7 78 9/17/2012 0.123 0.877 134.9 12.25 53 78 9/18/2012 0.123 0.877 136 12.17 52.5 77.8 9/19/2012 0.367 0.633 138 12.28 52.6 78.2 9/20/2012 1.44 -0.44 138 12.28 52.6 78.2 9/21/2012 0 1 138 12.28 52.6 78.2 9/22/2012 0.32 0.68 138 12.1 52.3 78.3 9/23/2012 0.88 0.12 137 12 52.8 77.9 9/24/2012 0.21 0.79 136.5 11.99 52.7 78 9/25/2012 0.121 0.879 136 11.9 52.2 78.8 9/26/2012 1.8 -0.8 135.1 11.81 52.1 77.6 9/27/2012 0.9087 0.0913 135.1 11.81 52.1 77.6 9/28/2012 0.538 0.462 135.1 11.81 52.1 77.6 9/29/2012 0.123 0.877 135.58 11.91 52.2 77.3 9/30/2012 -0.1 1.1 135.8 11.91 52.2 77 10/1/2012 0.9 0 135.6 12.01 51.9 77 10/2/2012 0.67 0.33 135.8 11.92 52.1 77.4 OCT 10/3/2012 0.7 0.3 135.5 12.5 52.4 76.9 10/4/2012 0.2 0.8 135.5 12.5 52.4 76.9 10/5/2012 0.3 0.7 135.5 12.5 52.4 76.9 10/6/2012 0.43 0.57 135.6 12.19 52.3 76.8 10/7/2012 0.45 0.55 136 11.99 52.3 77.1 10/8/2012 1 0 135.6 12.07 52 77.2 10/9/2012 1.9 -0.9 134.7 11.97 52.1 77.6 10/10/2012 -0.4 1.4 134.6 12.03 52.2 77.3 10/11/2012 0.65 0.35 134.6 12.03 52.2 77.3 10/12/2012 1.32 -0.32 134.6 12.03 52.2 77.3 10/13/2012 0.55 0.45 135 12.47 52 77.3 10/14/2012 0.12 0.88 134.8 12.36 52 77.5 10/15/2012 0.89 0.11 135.2 12.25 52.1 77.3 10/16/2012 0.564 0.436 135.8 12.7 52 77.5 10/17/2012 0.985 0.015 135.9 12.7 52 77.2 10/18/2012 0.98 0.02 135.9 12.7 52 77.2 10/19/2012 0.049 0.951 135.9 12.7 52 77.2 10/20/2012 0.2 0.8 135.5 12.72 52.1 77.2 10/21/2012 0.031 0.969 135.5 12.8 52.1 76.7 10/22/2012 1.02 -0.02 135.1 12.8 52 76.5 10/23/2012 0.85 0.15 134.6 12.88 51.9 76.6 10/24/2012 0.054 0.946 134.6 12.88 51.9 76.6 10/25/2012 0.055 0.945 134.6 12.88 51.9 76.6 10/26/2012 0.222 0.778 134.6 12.88 51.9 76.6 10/27/2012 0.015 0.985 134.6 12.88 51.9 76.6 10/28/2012 0.1 0.9 134.6 12.88 51.9 76.6 10/29/2012 0.95 0.05 135 12.71 52.1 77.1 10/30/2012 0.85 0.15 133.8 12.8 52 76.8 10/31/2012 0.12 0.88 133.9 12.83 52.4 76.7 11/1/2012 0.3 0.7 133.9 12.83 52.4 76.7 11/2/2012 0.6 0.4 133.9 12.83 52.4 76.7 NOV 11/3/2012 0.5 0.5 133.9 12.81 52.7 77 11/4/2012 0.87 0.13 133.5 12.77 52.5 77 11/5/2012 0.7 0.3 134 12.8 52.8 76.9 11/6/2012 0.15 0.85 133.8 13.01 52.4 77 11/7/2012 0.95 0.05 133.8 12.95 52.7 76.9 11/8/2012 0.95 0.05 133.8 12.95 52.7 76.9 11/9/2012 0.4 0.6 133.8 12.95 52.7 76.9 11/10/2012 0.7 0.3 133.7 12.8 53 77 11/11/2012 0.4 0.6 133.1 12.76 52.7 76.9 11/12/2012 0.676 0.324 132.9 12.71 52.7 76.7 11/13/2012 0.84 0.16 132.6 12.61 52.5 76.5 11/14/2012 0.85 0.15 132.5 12.6 52.5 77.2 11/15/2012 1.5 -0.5 132.5 12.6 52.5 77.2 11/16/2012 1.09 -0.09 132.5 12.6 52.5 77.2 11/17/2012 1 0 132.5 12.52 52.7 76.3 11/18/2012 1.22 -0.22 131.6 12.5 52.2 76 11/19/2012 0.33 0.67 131.8 12.45 52.2 76 11/20/2012 0.121 0.879 131.7 12.52 52.5 76.2 11/21/2012 -0.5 1.5 131.9 12.46 52.1 76.5 11/22/2012 1.9 -0.9 131.9 12.46 52.1 76.5 11/23/2012 1.3 -0.3 131.9 12.46 52.1 76.5 11/24/2012 0.2 0.8 131.9 12.59 52.5 76.4 11/25/2012 0.33 0.67 131.8 12.6 52.4 76.5 11/26/2012 0.21 0.79 131.4 12.47 52.3 76.4 11/27/2012 0.7 0.3 130.5 12.45 52.2 75.8 11/28/2012 0.8 0.2 130.9 12.58 52.3 75.7 11/29/2012 0.5 0.5 130.9 12.58 52.3 75.7 11/30/2012 0.02 0.98
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Final Calculation.xlsx

Date
4-Sep-12
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This question was asked on Dec 25, 2012 and answered on Jan 02, 2013.

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