# Part oneDIRECTIONS Please insert graph on here so I can copy and.pdf

31 de Mar de 2023
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### Part oneDIRECTIONS Please insert graph on here so I can copy and.pdf

• 1. Part one: DIRECTIONS: Please insert graph on here so I can copy and paste to my excel sheet. Must look like the example picture below I provided Go to finance.yahoo.com, enter the symbol for the following ETFs one at a time (SPY, MDY,SLY, EFA, EEM, TLT, LQD, and GLD), and click on " Get Quotes". On the left-side menu, click on "Historical Prices, then enter starting and ending dates that correspond to the most recent three years. Select the "Monthly" option. Save the data to a spreadsheet. Sort the data from earliest to latest. Calculate the return on the stock and the return on the index for each day using the adjusted closing prices. Compute the annual total return Compute the annual average return Compute the standard deviation Prepare a covariance matrix Prepare a correlation matrix Part two: Using the Fama-French dataset, estimate the beta of each of your funds Repeat the above problem using DJI, and S&P 500 index Write a 250-word essay on why your answers to the above two requests might be different. Part three: Construct an equally weighted portfolio of your funds. Prepare a table showing the arithmetic mean returns, standard deviation over the three year period. Prepare a graph showing the three-year-performance of each of your funds and the portfolio. This chart should show the dollar value of an initial \$1,000 investment over the three-year period.