Choose the portfolio combination with the highest Sharpe ratio – Word Document

Uncategorized by Geoffrey
  1. First go to https://www.investing.com
  2. Choose two Saudi companies
  3. Download the daily stock data from January, 2022 to December 31, 2022
  4. Compute the daily returns of each company (using the attached excel sheet) –
  5. Compute the individual asset statistics
  6. Compute the portfolio statistics using different weight combinations
  7. Choose the portfolio combination with the highest Sharpe ratio – Word Document
  8. Finally, submit your work as an excel sheet and word document. use the attached templat
  9. Note :that there are two files at the bottom, the cement file, and the second file is a model of the solution method