For questions 2 and 3, you need to report the calculated portfolio weights and betas, not simply qualitative description

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answerhappygod
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For questions 2 and 3, you need to report the calculated portfolio weights and betas, not simply qualitative description

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For questions 2 and 3, you need to report the calculated
portfolio weights and betas, not simply qualitative
descriptions.
2-) Why do you propose the strategy? Evaluate
the historical performance of the strategy using market data for at
least one year. Explain what data set you use for the test and how
you design the experiment. Explain the performance of the strategy
quantitatively by including the statistics such as annual rate of
return, volatility, etc. For better visualization, you are
suggested to provide the return curve graphically.
3-) What are the major risks associated with the
strategy? Based on the historical performance in part 2, analyze
the possible risks of the strategy
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