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The workbook oslo-stocks-2023-2025.xlsx contains daily adjusted closing prices for five Oslo stocks. Use the Adjusted Prices sheet. Solutions [More].
About the assignment
The assignment has two problems: an empirical Markowitz analysis of Oslo stocks and one-period pricing by risk-neutral probabilities. Read the assignment PDF for the full questions and instructions.
Submission
Submit one PDF file, written in LaTeX, in Canvas by Thursday 15 October 2026 at 14:30. For computational parts, you may use Python, R, Excel, or another documented tool. State the mathematical formulas before presenting code or numerical results. If you use AI tools for coding support, explain briefly how you used them and specify the model.