write an R function (name it myMeanVarPort) to solve for mean-variance optimal risky portfolio and depict it in a plot

INSTRUCTIONS TO CANDIDATES

ANSWER ALL QUESTIONS

1. Write an R function (name it myMeanVarPort) to solve for mean-variance optimal risky portfolio and depict it in a plot. a. Inputs: file containing vector of TICKERs, a begin date, an end date, risk-free rate. b. Output: an appropriately formatted list containing

(a) the vector of stock means;

(b) the covariance matrix;

(c) relevant information (weights, mean, sigma) for each simulated portfolio. Use monthly values in your calculations.

2. Using the output from the above function produce a plot of the portfolios and clearly identify with annotation the optimal portfolio.

3. Your code should reflect a procedure discussed in a lecture video wherein you simulate portfolio weights to construct 100N portfolios (that is, number of securities times 100) with random positive weights. Please use set.seed value (12).

4. Run your function using the following inputs: c(“GE”, “XOM”, “GBX”, “SBUX”, “PFE”, “HMC”, “NVDA”); 20140101; 20171231; 0.

5. Use R Markdown to construct your report. Reporting requirements are cumulative – address issues identified in previous work.

6. Create a pdf file for submission of length <= 7-8 pages (no less than 7 and no more than 8!!!!).

Attachments:

Related Questions

. The fundamental operations of create, read, update, and delete (CRUD) in either Python or Java

CS 340 Milestone One Guidelines and Rubric  Overview: For this assignment, you will implement the fundamental operations of create, read, update,

. Develop a program to emulate a purchase transaction at a retail store. This  program will have two classes, a LineItem class and a Transaction class

Retail Transaction Programming Project  Project Requirements:  Develop a program to emulate a purchase transaction at a retail store. This

. The following program contains five errors. Identify the errors and fix them

7COM1028   Secure Systems Programming   Referral Coursework: Secure

. Accepts the following from a user: Item Name Item Quantity Item Price Allows the user to create a file to store the sales receipt contents

Create a GUI program that:Accepts the following from a user:Item NameItem QuantityItem PriceAllows the user to create a file to store the sales receip

. The final project will encompass developing a web service using a software stack and implementing an industry-standard interface. Regardless of whether you choose to pursue application development goals as a pure developer or as a software engineer

CS 340 Final Project Guidelines and Rubric  Overview The final project will encompass developing a web service using a software stack and impleme