Portfolio Management and Risk Analysis

Portfolio Management and Risk Analysis

Using weekly price data of 30 stocks for the past three years, construct the portfolios listed below. Selected stocks should be well-diversified, chosen from different industries, and must include some international stocks.

Portfolios Structure: 30 one-stock portfolios, 15 portfolios of two stocks, 6 portfolios of 5 stocks, 3 portfolios of 10 stocks, 2 portfolios of 15 stocks, 1 portfolio of 30 stocks
?For the portfolios, compute the returns, standard deviations and coefficient of risk variation.
?Analyze the risk and return patterns and diversification benefits.
?Based on the risk/return analysis, which portfolio selections are the most profitable?
?How do the portfolio performances compare to the S&P 500?
?What are the advantages and disadvantages of including international stocks in the portfolio?
?If Mr. Smith chooses to include foreign stocks in the portfolio, how can he use derivatives to hedge against risks resulting from international investing?

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