1. (20 Points) Download (using finance.yahoo.com) weekly historical stock price data for Apple (AAPL), Kroger (KR), and Boeing (BA), during the period 1/1/2011-12/31/2018.
2. (20 Points) Combine all the data you obtained into ONE Excel Workbook, and calculate the weekly returns for each of these stocks. Note that you will not be able to do it for the first week of data.
3. (20 Points) Calculate the AVERAGE weekly return for each stock, as well as the STANDARD DEVIATION of these weekly stock returns. Also calculate AVERAGE returns scaled by the standard deviation. Briefly (at most a paragraph) comment on these three sets of summary numbers paying attention to rankings of the average returns, standard deviations, and scaled average returns.
4. (40 Points) As we have done in the class, compute the inputs for the Minimum Variance Boundary. Namely, for a collection of average returns (at least 12 of them, ranging from values below the minimum of the average returns of the three stocks as well as above the maximum of the average returns of the three stocks) find the portfolio weights that will minimize the risk of the portfolios formed using these three stocks, subject to the constraint that average return of the portfolios is equal to the selected average return. Once you have these numbers, draw a graph of the Minimum Variance Boundary using the selected average returns and the risk of the portfolios with minimum variance (risk). You can do this using the Scatter Plot tool.
Once you are done, upload the Excel file to turn in your assignment