代写ASSIGNMENT 3, FINANCIAL ECONOMICS SUMMER 2024调试R语言程序

ASSIGNMENT 3, FINANCIAL ECONOMICS SUMMER 2024

This assignment is on portfolio risk. The report is due as indicated on Canvas. Follow the instructions listed in this document.

To help you complete this assignment, you will use the following:

•    Portfolio illustration in Excel. The file is attached with the assignment. The Excel illustration shows the derivation of the efficient frontier for two simple two-asset portfolios.

Background

Two tabs in the Excel file show the efficient frontier calculations for two different portfolio sets. Each portfolio set represents different combinations of two assets based on specific weights. The first portfolio set shows combinations of Assets A and B. The second portfolio set shows combinations of Assets X and Y. These simple illustrations are based on a few asset return data points.

Portfolio Illustration

The file contains information on each illustrative portfolio set. The spreadsheet shows each set’s asset returns and standard deviations (risk). Each combination of assets in the portfolio set represents a single portfolio with specific returns of portfolio and standard deviations. The illustration shows the two-asset derivation of the efficient frontier. The efficient frontier captures the different combinations of the two assets in each portfolio. The efficient frontier is the graphical representation of the returns and standard deviations associated with each portfolio (each combination of assets) based on different weights. Follow the notes on the spreadsheet’slast tab describing the steps required in deriving the efficient frontier. The analysis is based on the premises of Modern Portfolio Theory (MPT).

Instructions

Answer the questions on the file’s  “Assignment Questions” tab.

Assignment Preparation Instructions:

•    The questions in this assignment relate to materials covered in the portfolio risk module. Start working on the assignment early. Do not wait until the last day to start working on it.

•    The assignment requires answers to questions based on the attached Excel illustrations. If you need to perform. calculations to support any answers, you can complete them on the Excel file and show them in your report.

•    The assignment asks to explain results or consider observations related to the portfolio illustration. Be concise, but be clear. For each explanation or observation, justify your answer. Clarity and justification will be factors in the evaluation. Use your own words.

•    Prepare a PDF document. Submit the PDF file. Do not submit the Excel file, just the PDF document showing your calculations and applicable explanations.

•    When preparing the assignment, follow the rules concerning generative AI tools, like ChatGPT.

•    If you have questions about the assignment, you can send them to the instructor by email. The instructor will respond and, when useful to the class, post the question with the answer in the  Q&A section in Canvas.