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Compute the expected return and standard deviation of a an equally weighted portfolio of the eleven sector ETFs. Compare its return and standard deviation with
Compute the expected return and standard deviation of a an equally weighted portfolio of the eleven sector ETFs. Compare its return and standard deviation with the return and standard deviation of each of the individual sector ETF. What can you tell about the effect of diversification? Use the following ETFs: XLB XLE XLF XLI XLK XLP XTL XLV XLY VPU VNQ from
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International Financial Management
Authors: Jeff Madura
2nd Edition
0314430296, 978-0314430298
