SEMINAR 03



Please calculate the expected return and risk of the portfolio that consists of:

1. FedEx, Morgan Stanley and General Motors shares in shares with the proportion of 35 %, 35 % and
30 %. What change if the proportions will be the same? Use daily returns for the last year.


2. FedEx, Morgan Stanley, General Motors, General Electric and Boeing shares in shares with the
proportion of 25 %, 5 %, 25 %, 30 % and 15 %. What if the shares are equally weighted? Use monthly
returns for the last two years.