Question
Below is 5-year data on returns from the Ghana Stock exchange composite index and GOG 91- day Treasury bills rate Years GSE CI Tbills rate
Below is 5-year data on returns from the Ghana Stock exchange composite index and GOG 91- day Treasury bills rate Years GSE CI Tbills rate 2014 32 22.7 2015 5.1 16 2016 9.1 15 2017 -2 14.7 2018 9 13.5
I) Compute the average returns of the assets using arithmetical approach,
II) Calculate the associated risks for each of the individual asset class.
III) Explain your result
iv) Calculate the coefficient of variation for the asset classes
V) Calculate the correlation coefficient for the two assets
vi) Assuming all your investments are in a portfolio composed of the above assets; a Calculate the portfolio return
b) Calculate the portfolio risk
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