CLA 2 Comprehensive Learning Assessment 2 – CLO 1, CLO 3, CLO 4, CLO 5, CLO 6,

CLO 7

This is a complete written report of your portfolio formation in a Word file. Your historical data

and relevant derived values in tables can be pasted from your previous calculations in the

Excel file. Please provide explanations of all calculations and the justifications in the Word

format. Also, make sure to paste all underlying Excel formulae that you used for calculations

in the Word file.

1. Provide once again the data that you presented in answering part 2 of professional

assignment 2. (I have attached a file for reference)

2. Calculate the mean, variance, and the standard deviation of each security’s annual rate

of return.

3. Calculate the correlation coefficient between every possible pair of securities’ annual

rates of return.

4. Choose percentages of your initial investment that you want to allocate amongst the

five (5) securities (weights in the portfolio). Create embedded formulae which generate

statistical properties of the portfolio upon insertion of the weights. Observe the mean,

the standard deviation, and the CV of the annual rate of return of the portfolio.

5. Find the combination of the weights that minimizes CV of the portfolio. How the CV of

the optimal portfolio compares with the CV’s of its constituents. What is the expected

rate of return and standard deviation of the rate of return of the portfolio?

6. Choose different values within the range of the standard deviation of the portfolio, and

for each chosen value locate the corresponding point on the efficient frontier by finding

the weights that maximize the expected rate of return of the portfolio. Subsequently,

construct the efficient frontier of your portfolio.

7. Assume that you initially invested $1,000,000 in the portfolio and that the distribution of

the annual rate of return of the portfolio is normal. What is the distribution of the return

of the portfolio 20 years after its formation? Provide the graph of the distribution of the

return of portfolio.

Provide your explanations and definitions in detail and be precise. Comment on your findings.

Provide references for content when necessary. Provide your work in detail and explain in your

own words. Support your statements with six (6) peer-reviewed in-text citation(s) and

reference(s).

CLA2 Comprehensive Learning Assessment (CLA 2) Presentation:

In addition to your CLA2 report, please prepare a professional PowerPoint presentation

summarizing your findings for CLA2. The presentation will consist of your major findings,

analysis, and recommendations in a concise presentation of 15 slides (minimum). You should

use content from your CLA2 report as material for your PowerPoint presentation. An

agenda, executive summary, and references slides should also be included.

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