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Good morning, I had approached a different company last spring for a project tha
Good morning, I had approached a different company last spring for a project that I needed to get done. I ended up missing the mark, which led to me failing the course. Fast forward a year and I am taking the same class again in order to finish my MBA. This is my last class in order to graduate and I would really like to end on a high note. Last year the product I was given provided generated a 19.5/30 points. I have that same file attached in order to update (i.e. If stocks chosen have outdated financial information), revise and improve what was turned in last year. It′s essentially a finished product. Here are the instructions outlined by the professor: * You are forming a portfolio containing 3 stocks, to diversify your portfolio, you decide to choose these stocks from 3 different sectors: one from Energy sector, one from Financials sector, and one from Consumer Discretionary sector. * Calculate the average monthly returns and standard deviations for each stock, and report their Sharpe ratios, using the latest 5-year monthly price information. * Create a sample variance/covariance matrix for your portfolio assets. Find weights for minimum variance portfolio. * Graph the efficient frontier for your portfolio. * Find the weights for market portfolio. Report its return and standard deviation, too. Add the CML to your efficient frontier chart. * Choose one stock from your portfolio, you are nervous about this stock′s future price movement, so you decide to implement a protective put strategy. Find an appropriate put option currently available for this stock and clearly label the source. (Yahoo Finance has a list of options for each stock). Graph the payoff pattern for the stock, the put option, and the protective put strategy. * Use the Black-Scholes-Morton model to price this put option you are using in the protective put strategy. How does your result compare with the current market price for this put option. * Calculate the delta for this put option. Graph put delta as a function of stock price. Graph put delta as a function of time to maturity and moneyness. Additionally, I have included the three modules, fully completed, that are relevant to this project. I will include the other three modules just in case, but modules 4, 5 and 6 are the ones needed for the completion of the project. Lastly, I have included a snippet of the grading rubric.
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