Please see attached documents and answer these questions in detail. Please calculate numbers in excel and please mention how did you get each number and how it is calculated
2. If the portfolio was equally weighted (20% in all stocks and ETF) what is the resulting
portfolio position (risk and return)? How does the variability of each stock affect the
portfolio? How does this relate to your answer in question 1 above? How would the
portfolio risk and return change if 50% of it is in SBUX, 20% in SPY, and 10% in each
of the remainder securities.
3. Compute the “beta” for each stock. What does beta measure? (Use SPY as the
measurement of the Market). How does this relate to your previous answers? What is the
portfolio beta (for the equally weighed)? What does it indicate?
Please attached documents excel and word and answer question 2 & 3 and also please use excel to calculate numbers and formula. Please also mention where each number coming from and how it is calculated. Thank you
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