Finance Stocks Portfolio

Type of service: Writing from scratch
Work type: Finance Stocks Portfolio
Deadline: N/A
Academic level: College (1-2 years: Freshman, Sophomore)
Subject or discipline: Finance
Title: Optimize a Portfolio of at Least Five stocks
Number of sources: 0
Provide digital sources used: No
Paper format: MLA
# of pages: 3
Spacing: Double spaced
# of words: 825
# of slides: ppt icon 0
# of charts: 0
Paper details:
The assignment has to follow exactly the instructions that are stated in the attached file and the stocks have to be obtained from the thinkorswim program. If there is any problem with accessing this please let me know ASAP.
Comments from Support Team: You need to have access to Yahoo Finance and the required program.

Bonus Assignment: Optimize a Portfolio of at Least Five Stocks

Description: Select five stocks in the S&P 500 to build and optimize a portfolio.  You will need to use the technique from Problem #2 on the second exam.

Due date: 11/30/2016


  1. Select the stocks in your portfolio
  2. Collect the return data on these stocks for the last five years, using monthly data from Yahoo Finance.
  3. Calculate the average returns, stock standard deviations, and portfolio standard deviation. Please note to perform this operation, you will need to know the covariance between each stock. This means you will need to use the Data Analysis tool to output the covariance matrix.
  4. Optimize the Sharpe ratio of your portfolio using Excel Solver.
  5. Report the following information:
  • The stocks you selected
  • The returns on these stocks
  • The standard deviation of each of these stocks’ returns
  • The portfolio standard deviation
  • The optimal weights for each stock in the portfolio
  • The maximum Sharpe ratio containing these stocks.

Please submit the metrics listed above in a Word document.  Please also provide the Excel spreadsheet containing your work.

Total Bonus Points: I’m offering a maximum of a 5% increase in your grade for successful completion of this assignment.


Leave a Reply