Graph The Efficient Frontier And Capital Allocation Line In Excel

Graph The Efficient Frontier And Capital Allocation Line In Excel by Ryan O'Connell, CFA, FRM

0:00 - Download Historical Data from Yahoo Finance
0:42 - Calculate Returns from Historical Prices
1:08 - Calculate Asset's Average Return, Standard Deviation, and Covariance
2:18 - Assign Portfolio Weights
2:56 - Calculate Portfolio Expected Return
3:27 - Calculate Portfolio Standard Deviation
5:03 - Calculate Portfolio Sharpe Ratio
5:47 - Graph the Efficient Frontier
6:40 - Graph the Capital Allocation Line (CAL)

 

Feel free to download the file used in this video below!