Minimum Variance Portfolio Weights (Using Solver) Kellogg (K) xxon (XOM) Average Return, E(r) 50.00% 50.00% Variance of Return, Var(r)², 8.31% 13.11% Standard Deviation of Return, o 0.01394 0.02814 Covariance of Returns, Cov(fx.fxoM) 11.80% 16.77% Correlation of Returns, Px.com (Excel) 0.00641 0.32366 Expected Portfolio Return Portfolio Standard Deviation Using Covariance Portfolio Standard Deviation Using Correlation 10.71% 11.71% 11.71% Proportio Proportio n of XOM n of K -100% 200% -90% 190% -80% 180% -70% 170% -60% 160% -50% 150% -40% 140% -30% 130% -20% 120% -10% 110% 0% 100% 10% 90% 20% 80% 30% 70% 40% 60% 50% 50% 60% 40% 70% 30% 80% 20% 90% 10% 100% 0% 110% -10% 120% -20% 130% -30% 140% -40% 150% -50% 160% -60% 170% -70% 180% -80% 190% -90%

PLEASE DO THIS IN EXCEL

Dependent Variable: PORTFOLIO Method: Least Squares Sample: 1991M01 2009M12 Included observations: 228 Variable с MARKET SIZE VALUE MOMENTUM R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient Std. Error t-Statistic 0.003080 0.002256 1.364876 0.0037 0.580669 0.054438 10.66651 0.0000 0.752523 0.057275 13.13866 0.0000 0.054039 0.059387 0.909954 0.3638 0.056782 1.044482 0.2974 0.595842 0.032935 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Prob. 457.2243 Hannan-Quinn criter. 82.19105 Durbin-Watson stat 0.000000 0.007051 0.051348 -3.966880 -3.891675 -3.936537 1.693594 1) Is the model statically significant? Make sure to justify your answer. Write down the model equation (5 marks)

Suppose that there are four risky assets whose expected returns E(r) and variance- covariance matrix (S) are shown in the spreadsheet below. We also consider the portfolio weights of two portfolios x and y of risky assets (see Cells B8:E9): 1 8 Portfolio x 9 Portfolio y A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance, S 20 Portfolio variance, 21 Portfollo standard deviation o 0.10 0.01 0.03 0.05 11 Portfolio x and y statistics: Mean, variance, covariance, correlation 12 Mean, Ejr, 13 Variance, 14 Covariance() 15 Correlation P 16 17 Calculating returns of combinations of Portfolio x and Portfolio y 18 Proportion of x 19 Mean portfolio return, r 0.01 0.30 0.06 -0.04 0.20 0.20 10.50% 0.1216 0.0714 0.4540 ? ? ? 0.3 0.03 0.06 0.40 0.02 0.30 0.10 ? 0.05 0.02 0.50 0.40 0.10 0.10 0.60 Mean, Er Variance, 0.2014 Question il Question ili Mean returns E(r) ? 7% 9% 11% 20% Question i i. Write the Excel formula used to estimate the mean and variance of portfolio y in cells E12 and E13,…

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Give typing answer with explanation and conclusion

please solve accurate and complete asap

The expected value, standard deviation of returns, and coefficient o below.) \table[[Asset A],[Possible Outcomes,Probability,Returns (%)

Please answer all parts (a-d) with explanations thx.

Calculate the correlation coefficient for the portfolio using the following information: Variance of Stock X 0.08 Variance of Stock Y 0.06 Covariance is 0.05 a. 0.1042 b. 0.7217 c. 0.00024 d. 0.0693