University of Toronto
University of Toronto, Department of Economics, ECO 204, 2013 - 2014
University of Toronto | Department of Economics | ECO 204 | 2013 - 2014| Ajaz Hussain
INDIVIDUAL PROJECT 2
Due by 11 pm, Monday, December 23rd, 2013 through the “Project 2 Assignment Tab” on ECO 204 Blackboard
Worth: 10% of final grade
Please submit Project 2 in a single Excel file consisting of multiple worksheets. All worksheets must be properly labelled and formatted.
PURPOSE:
Develop your Excel and financial modeling skills
SITUATION AND AUDIENCE:
You’re a portfolio manager at an asset management firm.
READINGS:
ECO 204 Excel videos on Youtube and Lecture 10 Excel model.
DATA AND TOOLS:
❶ Install the FRED Excel add-in from here.
❷ Download the following data:
① In worksheet “A1”: use FRED to download the S&P 500 Index (SP500) monthly series through December 2012.
To do this, type “SP500” in cell A1 type “m” in cell A3 click the button “Get FRED data”. You’ll have to delete some rows to get a data set through December 2012. Don’t delete the “dates” column – you’ll need it later on.
Note: FRED’s SP500 monthly series reports the S&P 500 index at the close of the last trading day of the previous month. For example, the February 1st 1957 value is the S&P 500 index on the last trading day of January 1957.
② In worksheet “A2”: use FRED to download the US 3 month T-Bills (TB3MS) interest rates series through
December 2012. To do this, type “TB3MS” in cell A1 type “m” in cell A3 click the button “Get FRED data”.
You’ll have to delete some rows to get a data set through December 2012. Don’t delete the “dates” column – you’ll need it later on.
1
University of Toronto, Department of Economics, ECO 204, 2013 - 2014
Note: FRED’s TB3MS series reports the monthly interest rate (in percentage terms) on the first day of each month. ③ Please see this list for the name of a company assigned to the last 5 digits of your student ID number. In worksheet “A3”: use
University of Toronto | Department of Economics | ECO 204 | 2013 - 2014| Ajaz Hussain
INDIVIDUAL PROJECT 2
Due by 11 pm, Monday, December 23rd, 2013 through the “Project 2 Assignment Tab” on ECO 204 Blackboard
Worth: 10% of final grade
Please submit Project 2 in a single Excel file consisting of multiple worksheets. All worksheets must be properly labelled and formatted.
PURPOSE:
Develop your Excel and financial modeling skills
SITUATION AND AUDIENCE:
You’re a portfolio manager at an asset management firm.
READINGS:
ECO 204 Excel videos on Youtube and Lecture 10 Excel model.
DATA AND TOOLS:
❶ Install the FRED Excel add-in from here.
❷ Download the following data:
① In worksheet “A1”: use FRED to download the S&P 500 Index (SP500) monthly series through December 2012.
To do this, type “SP500” in cell A1 type “m” in cell A3 click the button “Get FRED data”. You’ll have to delete some rows to get a data set through December 2012. Don’t delete the “dates” column – you’ll need it later on.
Note: FRED’s SP500 monthly series reports the S&P 500 index at the close of the last trading day of the previous month. For example, the February 1st 1957 value is the S&P 500 index on the last trading day of January 1957.
② In worksheet “A2”: use FRED to download the US 3 month T-Bills (TB3MS) interest rates series through
December 2012. To do this, type “TB3MS” in cell A1 type “m” in cell A3 click the button “Get FRED data”.
You’ll have to delete some rows to get a data set through December 2012. Don’t delete the “dates” column – you’ll need it later on.
1
University of Toronto, Department of Economics, ECO 204, 2013 - 2014
Note: FRED’s TB3MS series reports the monthly interest rate (in percentage terms) on the first day of each month. ③ Please see this list for the name of a company assigned to the last 5 digits of your student ID number. In worksheet “A3”: use