Seção 2. Capítulo 7
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Challenge: Simulate and Visualize Portfolio Diversification
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Tarefa
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You are given simulated daily returns for three assets over a year. Your task is to simulate a diversified portfolio using these assets, compute relevant diversification metrics, and visualize the results.
- Calculate the daily portfolio returns as a weighted sum of the individual asset returns using the provided weights.
- Compute the mean and standard deviation of the simulated portfolio returns.
- Plot a histogram of the daily portfolio returns and display the plot.
- Do not change the provided random seed, asset returns, or portfolio weights.
- Use only the allowed libraries for your calculations and visualization.
Solução
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Seção 2. Capítulo 7
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