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4. Construct global portfolio with different mixes of US and international equities, Construct portfolios with different mixes of foreign (EAFE index) and U.S. equities (S&P

4. Construct global portfolio with different mixes of US and international equities, Construct portfolios with different mixes of foreign (EAFE index) and U.S. equities (S&P 500 index) and identify efficient portfolios (use Appendix C data) for the entire period (2000-2022) and for the two sub-periods (2000-2009 and 2010 - 2022). Construct global portfolio for both native currency (EAFE) and dollar bashd (EAFE$). Used the data provided in Appendix C. Steps: a. Calculate monthly local return on EAFE and S&P for the entire period; b. Create a global portfolio consisting of EAFE and S&P with different weights and calculate monthly local returns for each combination for the entire period; C. Calculate mean monthly local return and SD for the entire period; d. Calculate annualized local return and standard deviation for the entire period; e. Repeat steps (a) through (d) for two sub-periods; and f. Repeat steps (a) through (e) with EAFE$ and S&P

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