Order from us for quality, customized work in due time of your choice.
Following the computations (file name: Portfolio results), you are to produce a
Following the computations (file name: Portfolio results), you are to produce a summary document that provides:
1. A table containing the results computed in questions 9, 10 and 11.
2. A plot of the dollar value of the two best and two worst portfolios (defined by realised Sharpe ratio)
together with the market, assuming you start with an initial investment of $10,000 at the end of the
day on 20211231. All series should be on the same plot.
3. A brief discussion that compares and contrasts your portfolios based on:
The difference between expected and realised performance.
The impact that constraining the portfolio to have minimum allocations has on realised vs expected performance
The impact that daily rebalancing has on the portfolio.
Your discussion should identify any observed systematic differences along the dimensions stated above and provide a explanation for the source of this observed difference. The entire summary document (table, plot and discussion) must be no longer than 1 page and the text must be a minimum of 11 point font with standard 1-inch margins (the table and plot can be shrunk to fit but should be easily legible). You do not need to cite any academic research for your discussion (though you may find it helpful to interpret your findings) and should base all findings on your computed results.
Order from us for quality, customized work in due time of your choice.