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 | Sample student solution portfolio assignment |
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prepared by Michael Strudwick (2001) »download |
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prepared by Ray Guo (2005) »download |
These are a sample student solutions of an assignment that basically requires
Determination of variance / covariance matrix given the historical returns of 6 NZ shares.
Random generation of a large number of feasible portfolios and a plot of their risk/returns in a scatter chart.
There is no guarantee for the correctness of the solutions shown. Unfortunately, the code of the VBA project was hidden since this assignment will again be used in financial modeling courses at Waikato Management School and I am looking forward to new, creative solutions.
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