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22:58 MTN 3G sample question risk management 29-05-2017[1].pdf 2. To diversify their portfolio, nvestors are considering investing in two out of six performing RiskTreasur market

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22:58 MTN 3G sample question risk management 29-05-2017[1].pdf 2. To diversify their portfolio, nvestors are considering investing in two out of six performing RiskTreasur market index in the table below. Suppose that you stocks listed in the S&P 500 recommendations to are the investment analyst, make (ii) expected the CEO, Frederick Sarpong, on the basis of (i beta values, and returns Nike Apple Facebook IBM Date S&P500 Yahoo Google 150.29 151.25 10/05/2017 2399.63 49.40 95.84 56 153.26 15004 15065 2394.4 4969 95589 542 15 395 15/05/2017 2402 32 4986 959 22 5377 155.70 150.19 151.51 2400 67 5096 964.61 5278 155 47 1 49.78 153 68 17/05/2017 235703 4965 17 51.80 25 14 85 93 18/05/2017 2365.72 49.63 950.50 5168 152 54 150 19/05/2017 2381.73 50.18 954.65 51.77 15306 148 05 15 2394.02 50.65 964.07 51.57 153.99 1 24 23/05/2017 2397.38 Perform the following computations before making your recommendations. For the sake brevity, approximate all the returns to two decimal places. Page 1

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