Portfolio Management [ECN347]

Assignment 4

Load the following packages:

library(quantmod)
library(broom)
library(magrittr)
library(ggplot2)
library(xtable)
library(fBasics)
library(fGarch)
library(tseries)

# Use code chunks like this for your analysis.

For example:

IVV <- getSymbols("IVV", src = "yahoo", auto.assign = FALSE, from="2000-01-01")

Question 1

#The QQQ ETF is a marketable security that trades on an exchange, offering traders a way to invest in the largest 100 non-financial companies listed on the Nasdaq.

#The LQD ETF is Markit iBoxx which is a US-registered ETF that aims to achieve the same level of investment results as the US dollar-denominated liquid investment-grade index, which is composed of investment-grade corporate bonds issued in US dollars.

#These securities are IVV and IEF. #IVV is the iShares ETF based on the S&P500 index – large-cap U.S. stocks. #IEF is the iShares ETF that represents the ICE U.S. Treasury 7-10 Year Bond Index.

Question 2

(Make your answer here)

Question 3

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(Make your answer here)

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(Make your answer here… )