Make an efficient portfolio that maximizes return and minimize risk by choosing the weights for stocks.

Project
This assignment is technically comprise 3 parts:
1) Making an efficient Portefolio by using Python. For that you need to go on google Colab to create the Python format. Also, for reference, I attached a sample provided by the professor to follow.
2) Briefly speaking, you choose Four stocks and calculate mean, standard deviation, and correlation.
3) Then, make an efficient portfolio that maximizes return and minimize risk by choosing the weights for stocks.
Note, use : Risk Free Rate equals to 0.02
Period of time: Start 2020-01-01; end 2020 12-31.
Important note:
Please, note that same assignment was previously ordered ( see Order # 279555908) unfortunately it is incomplete because it was only words, the Python section was not included. To be more specific it is only the part 2-3 of the assignment were addressed, it is missing part 1 which is the python code and results. As per the professor instructions to access Python you need to use google colab.. Please see attached sample below.

The post Make an efficient portfolio that maximizes return and minimize risk by choosing the weights for stocks. appeared first on Assignment Prep.

Reference no: EM132069492

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