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( 60 points) Given the following information from the Partners Health case study, please perform the following tasks: Annual Expected Returns, Standard Deviations a. construct
( 60 points) Given the following information from the Partners Health case study, please perform the following tasks: Annual Expected Returns, Standard Deviations a. construct the covariance matrix for all five assets being considered for the new allocation b. construct the efficient frontier using all five assets including REITs and commodities by producing the content of Exhibit 8 in the Partners Health Case c. Calculate the information needed to plot the Capital Allocation Line (Hint: see example provided in the sample Excel file Lecture4_Two_Security_EF_FinalMod.xIsx) d. Plot both efficient frontier and the CAL ( 60 points) Given the following information from the Partners Health case study, please perform the following tasks: Annual Expected Returns, Standard Deviations a. construct the covariance matrix for all five assets being considered for the new allocation b. construct the efficient frontier using all five assets including REITs and commodities by producing the content of Exhibit 8 in the Partners Health Case c. Calculate the information needed to plot the Capital Allocation Line (Hint: see example provided in the sample Excel file Lecture4_Two_Security_EF_FinalMod.xIsx) d. Plot both efficient frontier and the CAL
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