Presentation • Find the Efficient Frontier using Capital Asset Pricing Model • Find the tangent portfolio weights (the efficient portfolio with highest Sharpe ratio) • Go to google finance – Download daily historical prices from Jan 2013 or more recent – For: • The Priceline Group Inc PCLN • Alphabet GOOGL • Skyworks Solutions SWKS • Ocean Power Technologies, Inc OPTT • Tripadvisor INc TRIP • ENERGEN EGN • Unit Corporation UNT • McAfee Global Technologies MGT • Grubhub GRUB • 58.com WUBA • SAE Exploration SAEX • Chipotle CMG • Chesapeake Energy Corp. CHK • Northern Dynasty Minerals NAK – 5 minute presentation of your results. – Presentation must include a graph of the efficient frontier in the (return, risk) space j – Provide excel sheet for calculations – Provide of explanation for each step and assumptions specifically for the weight combos Presentation • Need to compute as many combinations of weights for these 8 companies Portfolio Average return SD return (1,0,0,0,0,0,0,0) (0.9,0.1,0,0,0,0,0,0) (0.9,0,0.1,0,0,0,0,0) … (0.9,0,0,0,0,0,0,0.1) (0,1,0,0,0,0,0,0) (0.1,0.9,0,0,0,0,0,0) (0,0.9,0.1,0,0,0,0,0) …. (0,0.9,0,0,0,0,0,0.1) As many portfolio s as you can