Guideline for the Final Portfolio Construction Project

I Make Commodities Fund

1. Choose three commodities among twenty commodities in your data.
2. Use the time line of 2000-2005.
3. Show the logics of how to select 1st, 2nd, and 3rd commodities.
4. Show the summary statistics (Return, Risk, Correlation) table and some relevant Graphs.
5. Show the optimal commodity fund with each of three commodities weights on the
fund.

II Make Equity Fund

6. Choose two Equities among five equities in your data.
7. Use the time line of 2000-2005.
8. Show the logics of how to select 1st, and 2nd equities.
9. Show the summary statistics (Return, Risk, Correlation) table and some relevant Graphs.
10. Show the optimal equity fund with each of two equities weights on the fund.

III. Make the Fund of Commodity & Equity Funds (Combined fund of I & II)
11. Make the most Efficient Fund Combining your commodity fund and equity fund by
deciding the weights of each fund.
12. Show the Graph of efficient funds risk and return profile.
13. Show your investment philosophy and reasoning behind your final portfolio.