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Stocks: 50% of portfolio - Advanced Micro Devices, Inc. (AMD) starting price: 30.9$ Closing price: 29.94$ 50% of...

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Finance

Stocks:

50% of portfolio - Advanced Micro Devices, Inc. (AMD)

starting price: 30.9$ Closing price: 29.94$

50% of portfolio - Canopy Growth Corp (CGC)

Starting price: 24.21$ Closing price: 27.31$

Report the variance-covariance matrix

Option 1: Take estimates from the other web pages

You can take estimates of volatilities of individual stocks fromReuters, Bloomberg, Yahoo finance or other sources. If you are notquite sure how to estimate covariances between stocks:

You can take estimates of Reuters, Bloomberg or other credibleweb page.

Option 2: Compute by yourself using historical data

How to estimate variance-covariance matrix from historicaldata:

Hint: check my excel file.

Option 3: Less preferable

You can assume that all the covariances are zeroes. It is anoption only if you are unable to do one of the two methodsabove.

Answer & Explanation Solved by verified expert
4.1 Ratings (618 Votes)
Using Option 2 I extracted the past 1 year stock    See Answer
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