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Sharpe's Single Index Model
A recent Master of Business Administration graduate from a renowned business school in India secured a position with a top rated asset management company. On the first day, his manager asks him to construct a portfolio using William Sharpe's single index model (SIM). To construct his model portfolio, he reviews the Bloomberg terminal for the data set. This exercise provides a step-by-step review of his analysis to construct a portfolio through SIM. -
Sharpe's Single Index Model, Student Spreadsheet
Spreadsheet Supplement for Exercise W34642.