Return on Stock Return on Stock Oman Cement Return on Stock State Probability Raysut Cement 11 Dhofar Cement 25% 15% 20% 15% Find? 1 13 12 9 15 12 10 14 12 12 13 12 16 12 14 Use the above information and try to answer the following: Assume you are the investor who wants to invest in a two stock/security portfolio made from the above stocks of your choice? a) Find the expected return of your portfolio formed from the two stocks of your choice given above AND you will decide their weights in the portfolio. b) Calculate your returns from the portfolio assuming you invest OMR 10000 c) Find the Covariance and correlation coefficient for your portfolio d) Justify as to on what basis did you choose these stocks and how did you decide the weights?

Return on Stock Return on Stock Oman Cement Return on Stock State Probability Raysut Cement 11 Dhofar Cement 25% 15% 20% 15% Find? 1 13 12 9 15 12 10 14 12 12 13 12 16 12 14 Use the above information and try to answer the following: Assume you are the investor who wants to invest in a two stock/security portfolio made from the above stocks of your choice? a) Find the expected return of your portfolio formed from the two stocks of your choice given above AND you will decide their weights in the portfolio. b) Calculate your returns from the portfolio assuming you invest OMR 10000 c) Find the Covariance and correlation coefficient for your portfolio d) Justify as to on what basis did you choose these stocks and how did you decide the weights?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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part ii
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