Portfolio HW
- How does your portfolio compare to your individual holdings? Was diversification helpful? Successful?
- What does your beta imply? What does your alpha imply?
- Knowing what you know, i.e. returns, risks, how would you change your allocation to improve your portfolio’s risk and return? Calculate summary and portfolio statistics with your changes incorporated.
- Did you change increase returns? Reduce risk? Are you comfortable with the results?
- If you expected the economy to slow what sectors would you emphasize and why? If you expected a robust economy what sectors would you emphasize and why?
- Does the correlation matrix help form any option on how weight your stocks or how you might want to change weight to change wright going forward?
- Download prices for the period Dec 1999 to December 2002. Calculate portfolio statistics. Apply the weights from the changes you recommended from 2 above. Are these the results you were expecting? Examine the correlation matrix. Does the matrix provide guidance as to weightings?
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