Date Closing Market Index value Closing Price for PG Closing Price for F 01/02/2017 2278.87 91.07 12.53 PG is Proctor & Gamble 01/03/2017 2363.64 89.85 11.64 F is Ford Motor Company 01/04/2017 2362.72 87.33 11.47 01/05/2017 2384.20 88.09 11.12 01/06/2017 2411.80 87.15 11.19 01/07/2017 2423.41 90.82 11.22 01/08/2017 2470.30 92.27 11.03 01/09/2017 2471.65 90.98 11.97 01/10/2017 2519.36 86.34 12.27 01/11/2017 2575.26 89.99 12.52 01/12/2017 2647.58 91.88 12.49 01/01/2018 2673.61 86.34 10.97 01/02/2018 2823.81 78.52 10.61 01/03/2018 2713.83 79.28 11.08 01/04/2018 2640.87 72.34 11.24 01/05/2018 2648.05 73.17 11.55 01/06/2018 2705.27 78.06 11.07 01/07/2018 2718.37 80.88 10.04 01/08/2018 2816.29 82.95 9.48 01/09/2018 2901.52 83.23 9.25 01/10/2018 2913.98 88.68 9.55 01/11/2018 2711.74 94.51 9.41 01/12/2018 2760.17 91.92 7.65 01/01/2019 2506.85 96.47 8.80 01/02/2019 2704.10 98.55 8.77 01/03/2019 2784.49 104.05 8.78 01/04/2019 2834.40 106.48 10.45 01/05/2019 2945.83 102.91 9.52 01/06/2019 2752.06 109.65 10.23 01/07/2019 2941.76 118.04 9.53 01/08/2019 2980.38 120.23 9.17 01/09/2019 2926.46 124.38 9.16 01/10/2019 2976.74 124.51 8.59 01/11/2019 3037.56 122.06 9.06 01/12/2019 3140.98 124.90 9.30 01/01/2020 3230.78 124.62 8.82 Portfolio Weight on PG Weight on F Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive 0 1 0.1 0.9 0.2 0.8 0.3 0.7 0.4 0.6 0.5 0.5 0.6 0.4 0.7 0.3 0.8 0.2 0.9 0.1 1 0 Calculate portfolio return, beta and portfolio standard deviation. Also what is the nature for each portfolio (Aggressive or Defensive)
|
Date |
Closing Market Index value |
Closing Price for PG |
Closing Price for F |
||||
|
01/02/2017 |
2278.87 |
91.07 |
12.53 |
PG is Proctor & Gamble |
|||
|
01/03/2017 |
2363.64 |
89.85 |
11.64 |
F is Ford Motor Company |
|||
|
01/04/2017 |
2362.72 |
87.33 |
11.47 |
||||
|
01/05/2017 |
2384.20 |
88.09 |
11.12 |
||||
|
01/06/2017 |
2411.80 |
87.15 |
11.19 |
||||
|
01/07/2017 |
2423.41 |
90.82 |
11.22 |
||||
|
01/08/2017 |
2470.30 |
92.27 |
11.03 |
||||
|
01/09/2017 |
2471.65 |
90.98 |
11.97 |
||||
|
01/10/2017 |
2519.36 |
86.34 |
12.27 |
||||
|
01/11/2017 |
2575.26 |
89.99 |
12.52 |
||||
|
01/12/2017 |
2647.58 |
91.88 |
12.49 |
||||
|
01/01/2018 |
2673.61 |
86.34 |
10.97 |
||||
|
01/02/2018 |
2823.81 |
78.52 |
10.61 |
||||
|
01/03/2018 |
2713.83 |
79.28 |
11.08 |
||||
|
01/04/2018 |
2640.87 |
72.34 |
11.24 |
||||
|
01/05/2018 |
2648.05 |
73.17 |
11.55 |
||||
|
01/06/2018 |
2705.27 |
78.06 |
11.07 |
||||
|
01/07/2018 |
2718.37 |
80.88 |
10.04 |
||||
|
01/08/2018 |
2816.29 |
82.95 |
9.48 |
||||
|
01/09/2018 |
2901.52 |
83.23 |
9.25 |
||||
|
01/10/2018 |
2913.98 |
88.68 |
9.55 |
||||
|
01/11/2018 |
2711.74 |
94.51 |
9.41 |
||||
|
01/12/2018 |
2760.17 |
91.92 |
7.65 |
||||
|
01/01/2019 |
2506.85 |
96.47 |
8.80 |
||||
|
01/02/2019 |
2704.10 |
98.55 |
8.77 |
||||
|
01/03/2019 |
2784.49 |
104.05 |
8.78 |
||||
|
01/04/2019 |
2834.40 |
106.48 |
10.45 |
||||
|
01/05/2019 |
2945.83 |
102.91 |
9.52 |
||||
|
01/06/2019 |
2752.06 |
109.65 |
10.23 |
||||
|
01/07/2019 |
2941.76 |
118.04 |
9.53 |
||||
|
01/08/2019 |
2980.38 |
120.23 |
9.17 |
||||
|
01/09/2019 |
2926.46 |
124.38 |
9.16 |
||||
|
01/10/2019 |
2976.74 |
124.51 |
8.59 |
||||
|
01/11/2019 |
3037.56 |
122.06 |
9.06 |
||||
|
01/12/2019 |
3140.98 |
124.90 |
9.30 |
||||
|
01/01/2020 |
3230.78 |
124.62 |
8.82 |
| Portfolio | |||||
| Weight on PG | Weight on F | Portfolio Return | Portfolio Beta | Portfolio Standard Deviation**** | Portfolio Nature: Defensive/Aggressive |
| 0 | 1 | ||||
| 0.1 | 0.9 | ||||
| 0.2 | 0.8 | ||||
| 0.3 | 0.7 | ||||
| 0.4 | 0.6 | ||||
| 0.5 | 0.5 | ||||
| 0.6 | 0.4 | ||||
| 0.7 | 0.3 | ||||
| 0.8 | 0.2 | ||||
| 0.9 | 0.1 | ||||
| 1 | 0 |
Calculate portfolio return, beta and portfolio standard deviation. Also what is the nature for each portfolio (Aggressive or Defensive)
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