Agenda Item #4 Portfolio Returns

With the impacts of COVID-19 still weighing on the portfolio managers mind. You have been tasked with evaluating its effects on two contrasting portfolios. In addition to understanding the relationship between risk and return, you should be able to calculate the standard deviation of a two-asset portfolio with different weighting combinations. You are aware that the current risk-free rate is 1.08%, and the expected return on the market is 6.49%.

	Qantas			Village Roadshow
Date	Price	Dividend		Price	Dividend
1/06/2019	5.42			3.41
1/07/2019	5.43			2.71
1/08/2019	5.78			2.61
1/09/2019	6.10	.13		2.85	0.05
1/10/2019	6.44			2.81
1/11/2019	6.45			3.22
1/12/2019	7.32			3.21
1/01/2020	7.16			3.81
1/02/2020	6.41			3.99
1/03/2020	5.31	.135		3.46
1/04/2020	3.38			1.77
1/05/2020	3.62			2.02
1/06/2020	4.01			2.07
	Beta	1.06		Beta	2