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Case 12: Risk and Portfolio Management Listed below are the historical returns of both investment for the past five years Year EGDL Corp JSS Corp
Case 12: Risk and Portfolio Management Listed below are the historical returns of both investment for the past five years Year EGDL Corp JSS Corp 1 8.00% 5.32% 2 12.] i 8. 23 3 9.65 -5.23 4 -2.34 -7.45 5 7.84 3.27 A. Compute for EGDL Corporation's Standard Deviation. B. Compute for J33 Corporation's Standard Deviation. C. What is the Portfolios Standard Deviation assuming that the investor decides to have equal proportion on both EGDL and JSS on his portfolio? D. Using the result of your computation in A, B. and C. which would you recommend assuming that the investor is a risk averse individual
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