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Consider a portfolio with four stocks Google(GOOG), 3M(MMM), Microsoft (MSFT), and IBM(IBM).
We are interested in monthly returns (log return between 22 business days) of the portfolio elements from 07/01/2009 to 06/30/2019. > Nasdaq.com 1. Find efficient frontier 2. Suppose that risk free rate of return rf = 0.002 (=0.2% = 20bp) per month (22 business days).
Find the portfolio weight vector for the tangency portfolio and calculate the Sharpe Ratio of the tangency portfolio.
The homework is to be submitted as a SINGLE document, in Word
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