個案總覽

Spreadsheet supplement for case 223099.

A new client portfolio manager at a quantitative investment management firm must explain why her firm, Optimalen Capital, has rebalanced a client portfolio with a set of trades that seem unintuitive. In particular, Optimalen has added to its position of Walmart (ticker = WMT) and reduced its position in Tesla (TSLA) despite the latter having a much higher forecast return. She also must compute breakeven returns for two other stocks, Exxon Mobil (XOM) and Duke Energy (DUK).