I have the mathematical solution of a problem, but I just want to convert it into Python as per the PDF attached
Budget: $30 – $250 USD
Note: I have the mathematical solution (attached as Answer.html), but I just want to convert it into Python as per the PDF attached.
Project Description:
Consider a 2-fund separation problem. Write a Python program that allows the user to choose how to enter the (i) expected rate of return, (ii) volatility for each of the two funds, (ii) the correlation coefficient, (iv) the risk aversion coefficient, and (v) a risk-free rate of return; 1. read the data from an Excel file, (2), enter them through program prompts i.e. use input(..) function to read from the keyboard.
Then write a program that should compute the expected return, volatility, quadratic utility, and sharp ratio of the 2-fund portfolio.
Reference:
Please refer to the attached PDF for more details about the project. (All the formulas used are available in the PDF attached)
Project Description:
Consider a 2-fund separation problem. Write a Python program that allows the user to choose how to enter the (i) expected rate of return, (ii) volatility for each of the two funds, (ii) the correlation coefficient, (iv) the risk aversion coefficient, and (v) a risk-free rate of return; 1. read the data from an Excel file, (2), enter them through program prompts i.e. use input(..) function to read from the keyboard.
Then write a program that should compute the expected return, volatility, quadratic utility, and sharp ratio of the 2-fund portfolio.
Reference:
Please refer to the attached PDF for more details about the project. (All the formulas used are available in the PDF attached)