Cody

Problem 44421. Portfolio diversification: choose your stocks !

Created by jean claude in Community

we have the returns of 3 stocks for the last 4 years and we have to combine only 2 stocks that are less correlated. Example:

stock1=[0.1 0.3 0.22 -.15 ] ;
stock2=[0.3 0.4 -0.13 -0.22 ];
stock3=[0.6 -0.3 0.44 0.05];
So portfolio ={'stock2' 'stock3'} because they are less correlated than any other combination.

Solution Stats

54.55% Correct | 45.45% Incorrect
Last solution submitted on Feb 28, 2019

Problem Comments

Recent Solvers5

Suggested Problems

More from this Author12