Question 3 Analyse the three stocks and the S&P 500 index by answering the following: Compute the time weighted return of all the stocks and the S&P 500.

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(a) Compute the time -weighted return of all the stocks and the S&P 500.   (b) Calculate the standard deviation of the returns of all the stocks and the S&P 500.  Given the covariance matrix below and the
  • (a) Compute the time -weighted return of all the stocks and the S&P 500. (b) Calculate the standard deviation of the returns of all the stocks and the S&P 500. Given the covariance matrix below and the

  • Answers • 2 pages • 2019
  • Question 3 Analyse the three stocks and the S&P 500 index by answering the following: (a) Compute the time -weighted return of all the stocks and the S&P 500. (b) Calculate the standard deviation of the returns of all the stocks and the S&P 500. Given the covariance matrix below and the standard deviations you calculated in question 3(b), calculate the beta of Apple, Amazon and Disney with respect to the S&P 500 index. (d) Discuss the risk and potential return of Apple. (e) Discuss the ...
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