Using MySQL Workbench and frameworks used in class, provide advice and recommendations for the following gh Net Worth Client. Your investor is an Ultra gh Net Worth client, based in Palo Alto, CA. Your investor has the following assets: TickerName% allocationAsset classIXN 17.5%EquityQQQNASDAQ 10022.1%EquityIEFiShares 7-10 Year Treasury Bond ETF28.5%Fixed IncomeVNQVanguard Real Estate ETF8.9%Real AssetsGLD 23%Commodities Here are 5 groups of questions that will help you structure your paper (worth 100 points) : 1. (20 points) What is the most recent 12M**, 18M, 24M (months) return for each of the securities (and for the entire portfolio)? 2. (20 points) What are the correlations between your assets? Are there any interesting correlations? – the most recent MySQL environment cannot execute the corr() function as of 2022, though it might be fixed and working by the time you take the assignment. If it is not working, then
feel free to calculate the variance for each ticker and compare the variances side by side for the most recent few months (you decide how large time window to use). 3. (20 points) What is the most recent 12M sigma (risk) for each of the securities (and for the entire portfolio)? 4. (20 points) Based on the previous 3 questions, which holdings would you sell, which holdings would you buy? Are there any outside securities that you would recommend adding to the portfolio? 5. (20 points) How will your portfolio risk and expected returns change after rebalancing (selling and buying) including any new security? Each of the 5 questions is worth 20 points – giving a total of 100 points. You will not get additional points for steps 1 and 2. However, failure to perform steps 1 or 2 will results in a failure of the assignment. * make sure you use the time window (12M, 18M, 24M) for your calculations as procedure parameter/input.