Compute monthly stock returns and standard deviation

You are assigned with five stocks (See the assigned firm name and ticker on BB) and you are expected to build the investment opportunity set using those five stocks. Please collect monthly stock price from FINANCEYAHOO and employ the data range from Jan 1, 2015 to June 30, 2019. Then using the risk-free rate of 0.33%, you are expected to develop the complete portfolio and develop the efficient frontier of these six securities (T-bill and five stocks).

1) Collect monthly stock price data from Jan 1, 2015 to June 30, 2019 (See my example with the sheet entitled Data)

2) Compute monthly stock returns and standard deviation (See my example with the sheet entitled Data)

3) Develop Table of Covariance of these five stocks (See my example with the sheet entitled Data)

4) Find the Minimum-Variance risky portfolio (See my example with the sheet entitled MVP)

5) Find the Efficient Risky portfolios (See my example with the sheet entitled EF , Result, and Graph)

6) Develop the capital market line using T-bill rate of 0.33% (See my example with the sheet entitled MVP, Result, and Graph)

Sheet1

Last Name First Name Username STOCK 1 STOCK 2 STOCK 3 STOCK 4 STOCK 5
Company Name Ticker Company Name Ticker Company Name Ticker Company Name Ticker Company Name Ticker
Abnabood Mohanad 6143419 Genpact Limited G Aurora Cannabis Inc. ACB Barnes Group Inc. B FuelCell Energy, Inc FCEL Macy’s, Inc. M
Alamoudi Sultan 5994439 Exxon Mobil XOM Walmart WMT Verizon Communications VZ Tyson Foods TSN Target Corp TGT
Alanazi Sultan Salem 6368215 Walmart WMT Verizon Communications VZ Valero Energy Corporation VLO Target Corp TGT AT&T Inc T
Albuainain Saud 5396790 Verizon Communications VZ Valero Energy Corporation VLO Tyson Foods TSN AT&T Inc T Sony Corporation SNE
Aldamigh Fidaa 6147215 Valero Energy Corporation VLO Tyson Foods TSN Target Corp TGT Sony Corporation SNE J.M. Smucker SJM
Aljebreen Ahmed 6139961 Tyson Foods TSN Target Corp TGT AT&T Inc T J.M. Smucker SJM Sprint Corp S
Aljoudi Raad 6123763 Target Corp TGT AT&T Inc T Sony Corporation SNE Sprint Corp S Polo Ralph Lauren RL
Almansoori Maran 7105703 AT&T Inc T Sony Corporation SNE J.M. Smucker SJM Polo Ralph Lauren RL Proctor Gamble Co. PG
Almansoori Salem 7105716 Sony Corporation SNE J.M. Smucker SJM Sprint Corp S Proctor Gamble Co. PG Pepsico Inc. PEP
Almazrouei Mohamed 6826957 J.M. Smucker SJM Sprint Corp S Polo Ralph Lauren RL Pepsico Inc. PEP Northern Oil and Gas, Inc NOG
Almazrua Ahmed 6145109 Sprint Corp S Polo Ralph Lauren RL Proctor Gamble Co. PG Northern Oil and Gas, Inc NOG Nike NKE
Almutairi Sultan 6742327 Polo Ralph Lauren RL Proctor Gamble Co. PG Pepsico Inc. PEP Nike NKE McCormick MKC
Alnasser Abdullh 5842664 Proctor Gamble Co. PG Pepsico Inc. PEP Northern Oil and Gas, Inc NOG McCormick MKC McDonald’s MCD
Alosymi Khalid 6143822 Pepsico Inc. PEP Northern Oil and Gas, Inc NOG Nike NKE McDonald’s MCD Southwest Airlines Co LUV
Alqubaisi Ali 6187515 Northern Oil and Gas, Inc NOG Nike NKE McCormick MKC Southwest Airlines Co LUV Kroger KR
Alremeithi Obaid 6742379 Nike NKE McCormick MKC McDonald’s MCD Kroger KR Kimberly-Clark KMB
Alsaif Mashhour 5190454 McCormick MKC McDonald’s MCD Southwest Airlines Co LUV Kimberly-Clark KMB Hormel Foods HRL
Alsharif Abdulrhman 6127611 McDonald’s MCD Southwest Airlines Co LUV Kroger KR Hormel Foods HRL Hasbro HAS
Alsobhi Abdulmgid 6123867 Southwest Airlines Co LUV Kroger KR Kimberly-Clark KMB Hasbro HAS Alphabet Inc GOOGL
Alsuwaidi Khalifa 5078433 Kroger KR Kimberly-Clark KMB Hormel Foods HRL Alphabet Inc GOOGL GameStop GME
Alyahya Mohammed 5395997 Kimberly-Clark KMB Hormel Foods HRL Hasbro HAS GameStop GME General Mills GIS
Amaya Lisa 4718401 Hormel Foods HRL Hasbro HAS Alphabet Inc GOOGL General Mills GIS Fossil FOSL
Arora Hanika 6191428 Hasbro HAS Alphabet Inc GOOGL GameStop GME Fossil FOSL Ecolab ECL
Baabad Bandar Khaled 6217948 Alphabet Inc GOOGL GameStop GME General Mills GIS Ecolab ECL Chevron Corp CVX
Bazarah Ashraf 6145655 GameStop GME General Mills GIS Fossil FOSL Chevron Corp CVX Campbell Soup CPB
Bin Talib Zaid 6714325 General Mills GIS Fossil FOSL Ecolab ECL Campbell Soup CPB Costco Wholesale COST
Cacho Luis 6437362 Fossil FOSL Ecolab ECL Chevron Corp CVX Costco Wholesale COST Coca-Cola Bottling COKE
Ceniceros Alec 6181171 Ecolab ECL Chevron Corp CVX Campbell Soup CPB Coca-Cola Bottling COKE Biglari Holdings BH
Chen Le 6143861 Chevron Corp CVX Campbell Soup CPB Costco Wholesale COST Biglari Holdings BH Clorox CLX
Geng Zongxuan 6719915 Campbell Soup CPB Costco Wholesale COST Coca-Cola Bottling COKE Clorox CLX Colgate Palmolive CL
Gonzalez Lindsey 5228674 Costco Wholesale COST Coca-Cola Bottling COKE Biglari Holdings BH Colgate Palmolive CL Caterpillar CAT
Hernandez Nazario 4917129 Coca-Cola Bottling COKE Biglari Holdings BH Clorox CLX Caterpillar CAT Ball Corporation BLL
Huang Liang Steven 4918377 Biglari Holdings BH Clorox CLX Colgate Palmolive CL Ball Corporation BLL Best Buy Co. BBY
Jin Minyu 6717978 Clorox CLX Colgate Palmolive CL Caterpillar CAT Best Buy Co. BBY Apple AAPL
Leno Yanec 5375717 Exxon Mobil XOM Apple AAPL Best Buy Co. BBY Ball Corporation BLL Caterpillar CAT
Lobato Abigail 4916180 Walmart WMT Best Buy Co. BBY Ball Corporation BLL Caterpillar CAT Colgate Palmolive CL
Lopez Fabian 5133644 Verizon Communications VZ Ball Corporation BLL Caterpillar CAT Colgate Palmolive CL Clorox CLX
Nguyen Maithi 5909289 Valero Energy Corporation VLO Caterpillar CAT Colgate Palmolive CL Clorox CLX Biglari Holdings BH
Ni Jiahua 6136529 Tyson Foods TSN Colgate Palmolive CL Clorox CLX Biglari Holdings BH Coca-Cola Bottling COKE
Nunez Maria 6011690 Target Corp TGT Clorox CLX Biglari Holdings BH Coca-Cola Bottling COKE Costco Wholesale COST
Shen Minmin 6137257 AT&T Inc T Biglari Holdings BH Coca-Cola Bottling COKE Costco Wholesale COST Campbell Soup CPB
Wang Junjie 5422023 Sony Corporation SNE Coca-Cola Bottling COKE Costco Wholesale COST Campbell Soup CPB Chevron Corp CVX
Wu Junjie 6137816 J.M. Smucker SJM Costco Wholesale COST Campbell Soup CPB Chevron Corp CVX Ecolab ECL
Ye Ziyi 6720084 Sprint Corp S Campbell Soup CPB Chevron Corp CVX Ecolab ECL Fossil FOSL
Zhu Jiayu 6138934 Polo Ralph Lauren RL Chevron Corp CVX Ecolab ECL Fossil FOSL General Mills GIS
Zuo Yifu 5072791 Proctor Gamble Co. PG Ecolab ECL Fossil FOSL General Mills GIS GameStop GME
Ahmed Mohammed 6131563 Pepsico Inc. PEP Fossil FOSL General Mills GIS GameStop GME Alphabet Inc GOOGL
Al-Deyab Ahmed 6434034 Northern Oil and Gas, Inc NOG General Mills GIS GameStop GME Alphabet Inc GOOGL Hasbro HAS
Al-Deyab Jassem 7101712 Nike NKE GameStop GME Alphabet Inc GOOGL Hasbro HAS Hormel Foods HRL
Al-Hayki Mohammed 6434047 McCormick MKC Alphabet Inc GOOGL Hasbro HAS Hormel Foods HRL Kimberly-Clark KMB
Alahmed Abdullah 5411532 McDonald’s MCD Hasbro HAS Hormel Foods HRL Kimberly-Clark KMB Kroger KR
Alarifi Ahmed 6152532 Southwest Airlines Co LUV Hormel Foods HRL Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV
Alarji Mohammad 6169991 Kroger KR Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV McDonald’s MCD
Aldawood Hamad 6145681 Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV McDonald’s MCD McCormick MKC
Aldossary Abdullah 6139935 Hormel Foods HRL Southwest Airlines Co LUV McDonald’s MCD McCormick MKC Nike NKE
Alfalahi Hamdan 6826944 Hasbro HAS McDonald’s MCD McCormick MKC Nike NKE Northern Oil and Gas, Inc NOG
Alharbi Mohammed 5807577 Alphabet Inc GOOGL McCormick MKC Nike NKE Northern Oil and Gas, Inc NOG Pepsico Inc. PEP
Alhashmi Mohamed 5437207 GameStop GME Nike NKE Northern Oil and Gas, Inc NOG Pepsico Inc. PEP Proctor Gamble Co. PG
Aljhanei Naif 6336898 General Mills GIS Northern Oil and Gas, Inc NOG Pepsico Inc. PEP Proctor Gamble Co. PG Polo Ralph Lauren RL
Aljohani Abeer Mohammed 6220392 Fossil FOSL Pepsico Inc. PEP Proctor Gamble Co. PG Polo Ralph Lauren RL Sprint Corp S
Almansoori Bukheet 6172227 Ecolab ECL Proctor Gamble Co. PG Polo Ralph Lauren RL Sprint Corp S J.M. Smucker SJM
AlMansoori Salem 7105742 Chevron Corp CVX Polo Ralph Lauren RL Sprint Corp S J.M. Smucker SJM Sony Corporation SNE
Almathami Mohammed 5107020 Campbell Soup CPB Sprint Corp S J.M. Smucker SJM Sony Corporation SNE AT&T Inc T
Almazrouei Ahmed 7105755 Costco Wholesale COST J.M. Smucker SJM Sony Corporation SNE AT&T Inc T Target Corp TGT
Almazrouei Saeed 7106392 Coca-Cola Bottling COKE Sony Corporation SNE AT&T Inc T Target Corp TGT Tyson Foods TSN
Almazrouei Saif 6763179 Biglari Holdings BH AT&T Inc T Target Corp TGT Tyson Foods TSN Valero Energy Corporation VLO
Almuhayya Sultan 5543079 Clorox CLX Target Corp TGT Tyson Foods TSN Valero Energy Corporation VLO Verizon Communications VZ
Alotaibi Nawaf 6214256 Colgate Palmolive CL Tyson Foods TSN Valero Energy Corporation VLO Verizon Communications VZ Walmart WMT
Alrasheed Hamad 5066538 Caterpillar CAT Valero Energy Corporation VLO Verizon Communications VZ Walmart WMT Exxon Mobil XOM
Alremeithi Obaid 6742379 Alphabet Inc GOOGL Pepsico Inc. PEP General Mills GIS Agilent Technologies, Inc. A Barnes Group Inc. B
AlSaeed Nawaf 6148424 GameStop GME Valero Energy Corporation VLO Agilent Technologies, Inc. A General Mills GIS Aurora Cannabis Inc. ACB
Alsaif Mashhour 5190454 General Mills GIS Alphabet Inc GOOGL Verizon Communications VZ GameStop GME Dominion Energy, Inc. D
Alsaif Nasser 6145330 Fossil FOSL Hasbro HAS GameStop GME Alphabet Inc GOOGL FuelCell Energy, Inc FCEL
Alsalem Mohammed 4766605 Ecolab ECL Hormel Foods HRL Alphabet Inc GOOGL Hasbro HAS Macy’s, Inc. M
AlSuwaidi Ali 4802820 Chevron Corp CVX Kimberly-Clark KMB Hasbro HAS Hormel Foods HRL Genpact Limited G
Bin Talib Zaid 6714325 Campbell Soup CPB Kroger KR Hormel Foods HRL Kimberly-Clark KMB Barnes Group Inc. B
Cai Jiuwei 6701559 Costco Wholesale COST Southwest Airlines Co LUV Kimberly-Clark KMB Kroger KR Aurora Cannabis Inc. ACB
Cuahuizo Eric 6094253 Coca-Cola Bottling COKE McDonald’s MCD Kroger KR Southwest Airlines Co LUV Dominion Energy, Inc. D
Eboka Adim 4344638 Biglari Holdings BH McCormick MKC Southwest Airlines Co LUV McDonald’s MCD FuelCell Energy, Inc FCEL
Fang Haorui 5395581 Clorox CLX Nike NKE McDonald’s MCD McCormick MKC Macy’s, Inc. M
Gutierrez Giselle 5191143 Exxon Mobil XOM Northern Oil and Gas, Inc NOG McCormick MKC Nike NKE Genpact Limited G
Hamdallah Omar 6123854 Walmart WMT Pepsico Inc. PEP Nike NKE Northern Oil and Gas, Inc NOG Barnes Group Inc. B
Helzaa Saleh 6187788 Verizon Communications VZ Proctor Gamble Co. PG Northern Oil and Gas, Inc NOG Pepsico Inc. PEP Aurora Cannabis Inc. ACB
Huang Jiangnan 6729379 Valero Energy Corporation VLO Polo Ralph Lauren RL Pepsico Inc. PEP Proctor Gamble Co. PG Dominion Energy, Inc. D
Liu Jin 5781447 Tyson Foods TSN Sprint Corp S Proctor Gamble Co. PG Polo Ralph Lauren RL FuelCell Energy, Inc FCEL
Lu Wenyu 5400885 Target Corp TGT J.M. Smucker SJM Polo Ralph Lauren RL Sprint Corp S Macy’s, Inc. M
Meng Xingyu 6726974 AT&T Inc T Sony Corporation SNE Sprint Corp S J.M. Smucker SJM Genpact Limited G
Nabhan Ahmad 5457266 Sony Corporation SNE AT&T Inc T J.M. Smucker SJM Sony Corporation SNE Barnes Group Inc. B
Rodriguez Kimberly 5195849 J.M. Smucker SJM Target Corp TGT Sony Corporation SNE AT&T Inc T Aurora Cannabis Inc. ACB
Tahhan Mohamad 6720435 Sprint Corp S Tyson Foods TSN AT&T Inc T Target Corp TGT Dominion Energy, Inc. D
Wang Junjie 5422023 Polo Ralph Lauren RL Valero Energy Corporation VLO Target Corp TGT Tyson Foods TSN FuelCell Energy, Inc FCEL
Xu Yingtai 6717835 Proctor Gamble Co. PG Agilent Technologies, Inc. A Tyson Foods TSN Valero Energy Corporation VLO Macy’s, Inc. M

Sheet2

Company Name Ticker
Exxon Mobil XOM Apple AAPL Best Buy Co. BBY Ball Corporation BLL Caterpillar CAT
Walmart WMT Best Buy Co. BBY Ball Corporation BLL Caterpillar CAT Colgate Palmolive CL
Verizon Communications VZ Ball Corporation BLL Caterpillar CAT Colgate Palmolive CL Clorox CLX
Valero Energy Corporation VLO Caterpillar CAT Colgate Palmolive CL Clorox CLX Coach COH
Tyson Foods TSN Colgate Palmolive CL Clorox CLX Coach COH Coca-Cola Bottling COKE
Target Corp TGT Clorox CLX Coach COH Coca-Cola Bottling COKE Costco Wholesale COST
AT&T Inc T Coach COH Coca-Cola Bottling COKE Costco Wholesale COST Campbell Soup CPB
Sony Corporation SNE Coca-Cola Bottling COKE Costco Wholesale COST Campbell Soup CPB Chevron Corp CVX
J.M. Smucker SJM Costco Wholesale COST Campbell Soup CPB Chevron Corp CVX Ecolab ECL
Sprint Corp S Campbell Soup CPB Chevron Corp CVX Ecolab ECL Fossil FOSL
Polo Ralph Lauren RL Chevron Corp CVX Ecolab ECL Fossil FOSL General Mills GIS
Proctor Gamble Co. PG Ecolab ECL Fossil FOSL General Mills GIS GameStop GME
Pepsico Inc. PEP Fossil FOSL General Mills GIS GameStop GME Alphabet Inc GOOGL
Northern Oil and Gas, Inc NOG General Mills GIS GameStop GME Alphabet Inc GOOGL Hasbro HAS
Nike NKE GameStop GME Alphabet Inc GOOGL Hasbro HAS Hormel Foods HRL
McCormick MKC Alphabet Inc GOOGL Hasbro HAS Hormel Foods HRL Kimberly-Clark KMB
McDonald’s MCD Hasbro HAS Hormel Foods HRL Kimberly-Clark KMB Kroger KR
Southwest Airlines Co LUV Hormel Foods HRL Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV
Kroger KR Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV McDonald’s MCD
Kimberly-Clark KMB Kroger KR Southwest Airlines Co LUV McDonald’s MCD McCormick MKC
Hormel Foods HRL Southwest Airlines Co LUV McDonald’s MCD McCormick MKC Nike NKE
Hasbro HAS McDonald’s MCD McCormick MKC Nike NKE Northern Oil and Gas, Inc NOG
Alphabet Inc GOOGL McCormick MKC Nike NKE Northern Oil and Gas, Inc NOG Pepsico Inc. PEP
GameStop GME Nike NKE Northern Oil and Gas, Inc NOG Pepsico Inc. PEP Proctor Gamble Co. PG
General Mills GIS Northern Oil and Gas, Inc NOG Pepsico Inc. PEP Proctor Gamble Co. PG Polo Ralph Lauren RL
Fossil FOSL Pepsico Inc. PEP Proctor Gamble Co. PG Polo Ralph Lauren RL Sprint Corp S
Ecolab ECL Proctor Gamble Co. PG Polo Ralph Lauren RL Sprint Corp S J.M. Smucker SJM
Chevron Corp CVX Polo Ralph Lauren RL Sprint Corp S J.M. Smucker SJM Sony Corporation SNE
Campbell Soup CPB Sprint Corp S J.M. Smucker SJM Sony Corporation SNE AT&T Inc T
Costco Wholesale COST J.M. Smucker SJM Sony Corporation SNE AT&T Inc T Target Corp TGT
Coca-Cola Bottling COKE Sony Corporation SNE AT&T Inc T Target Corp TGT Tyson Foods TSN
Coach COH AT&T Inc T Target Corp TGT Tyson Foods TSN Valero Energy Corporation VLO
Clorox CLX Target Corp TGT Tyson Foods TSN Valero Energy Corporation VLO Verizon Communications VZ
Colgate Palmolive CL Tyson Foods TSN Valero Energy Corporation VLO Verizon Communications VZ Walmart WMT
Caterpillar CAT Valero Energy Corporation VLO Verizon Communications VZ Walmart WMT Exxon Mobil XOM

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