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Calculation of portfolio mean portfolio standard deviation and Sharpe Ratio for 100 portfolios and associated risk and return for each of the 100 portfolios

INSTRUCTIONS TO CANDIDATES
ANSWER ALL QUESTIONS

Selection of five stocks, traded on Bombay Stock Exchange (BSE) or National Stock Exchange (NSE) and download of prices from yahoo finance

Computation of Returns and Covariance matrix, and Beta for each of the five stocks selected in A.1.1

A.1 Max Marks

Calculation of portfolio mean,  portfolio standard deviation, and Sharpe Ratio for 100 portfolios and associated risk and return (portfolio mean) for each of the 100 portfolios

Performing Descriptive Statistics for the portfolio mean, portfolio standard deviation for the 100 portfolios, and a graph showing the portfolio standard deviation versus the portfolio mean 

B.1 Max Marks

Optimizing and finding efficient frontier. Obtaining the mean-variance efficient portfolio by maximizing the portfolio mean for a given level of portfolio standard deviation

Optimizing the Sharpe Ratio and finding the weights corresponding to Maximum Sharpe Ratio

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