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Assessing a Portfolio of Two Shares
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This 12 page paper looks at a portfolio made up of two shares; Starbucks and Southwest Airlines. Monthly share prices are collected for a period of five years, ending Oct 2013, and used to assess the portfolio. The average monthly return, standard deviation and correlation are calculated. The data is used to assess the expected return and standard deviation for differently weighted portfolios and create an efficient frontier graph. The minimum variance portfolio weighting are assessed and the potential value of Sharpe's ratio, along with its calculation for different portfolio weightings. The bibliography cites 6 sources.
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Pages:
12
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Filename:TS65_Assessing a Portfolio of Two Shares This 12 page paper looks at a portfolio made up of two shares; Starbucks and Southwest Airlines. Monthly share prices are collected for a period of five years, ending Oct 2013, and used to assess the portfolio |
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Paper Title:
Assessing a Portfolio of Two Shares
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