Analysis of Stock Prices and Portfolio Management
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About This Document
This report provides an analysis of stock prices of Coca Cola, Exxon Mobil, Johnson & Johnson, and S&P 500. It includes trend lines, descriptive statistics, equally weighted portfolio risk and return, regression beta estimation, implementing CAPM, and optimal portfolio management. The report also discusses the relation between average returns and standard deviation, pair-wise correlation of stocks with the index, and the surprising results of beta estimation. The report concludes with the optimum portfolio management strategy. Course code, course name, and college/university are not mentioned.