EWMA (Exponentially Weighted Moving Average) - Accounting and Finance Assessment Answer

Assessment Task:

You have £1,000,000 fund comprising of:
Cash
1 FTSE Equity ???? Burberry Plc ???? https://uk.finance.yahoo.com/quote/brby.l/?guccounter=1&guce_referrer=aHR0cHM6Ly93d3cuZ29vZ2xlLmNvbS8&guce_referrer_sig=AQAAAH7JNQKSpzhH1jKRT5GHMuOjV9SoWxEuLDpqxn7Bx3BEr5thKQIOrbG-qmQTE8rq_mfcjl8dHU242HDO4Oq5V_KoZqH8F4QGa9VlSl5hswMdpPS-y93xDLjVMuAiLAka2DfmhHNssu-OWsHT3zB0dJ5FWWBtxYDI28LPT1rcx3mt
Use stock prices that go back 2 years to predict the future returns.
Over a given month you need to maximise the return whilst ensuring that the weekly volatility of the fund never exceeds 2.0%
 
Tasks:
Predict the expected return of the stock ???? predict the daily returns for a 4 week period ???? use Excel to graph the present returns and predicted returns (I need the excel file used for this).
Build a volatility model of your equity – EWMA (Exponentially Weighted Moving Average)
The model should predict the daily volatility for the following week and the overall volatility for the following week.
The model should predict the daily volatility for the following month and the overall volatile for the following month (4 week period).
Maximise the fund return within the fund volatility constraint ???? weekly volatility of the fund never exceeds 2.0%.
THE EXPECTED RETURNS OF THE FUND AND VOLATILITY OF THE FUND NEED TO BE GRAPHED ???? EXCEL FILE NEEDED
The objective is to compare the prediction with the actual return and volatility, for the month predicted ???? I will do this (when actual results come)

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