Compute the portfolio returns and risk measures of a portfolio you create.
You can pick any two companies to download stock data for (daily or monthly). For the data you will need to attain about 50 observations (prices and returns for each stock).
Task 1: Compute the respective average, standard deviation, and covariance of monthly or daily stock returns.
Covariance table will be in the form:
Var(stock1, stock1) Cov(stock1, stock2)
Cov(stock1, stock2) Var(stock2, stock2)