Q1. Descriptive Statistics

Q2. Beta, Expected Return and Idiosyncratic Variance

Q3. Covariance Matrix (Sample Data)

Q4. Minimum Variance Portfolio (Sample Data)

Q5. Covariance Matrix (Single Index Model)

Q6. Minimum Variance Portfolio (Single Index Model)

Q7. Tangency Portfolio

Q8. Plot of Efficient Frontier

Random Seed Used:

Random weights (normalised), with mean and standard deviation.

Q9. Statistics for investor with risk aversion

Q10. Minimum Portfolio Weights

Q11. Practical Weighting Approach

Q12. Simple Weighting Schemes:

Q13. Summary of Weights:

Visualisation of Weights:

Q14: Out of Sample (2024) Performance

Value of Required:

Q15. Change in Weights

Q16. Discussion: