Question
iii.Calculate the mean return and standard deviation of each investment asset iv. Calculate the mean return and standard deviation of the market portfolio (ASX/S&P200) v.
iii.Calculate the mean return and standard deviation of each investment asset
iv. Calculate the mean return and standard deviation of the market portfolio (ASX/S&P200)
v. Calculate the mean return and standard deviation of the equally-weighted portfolio comprised of the four assets
vi. Generate the variance/covariance matrix for: the individual assets, your portfolio, and the market portfolio
vii. Calculate the Sharpe ratio (S=(Rp-Rf)/ p) for: the individual assets; your equallyweighted portfolio; and the market portfolio.
viii. Construct the CML based on the market portfolio and the risk-free asset. Chart the CML?
and what is Fama-french?
could you please tell me what formula should i use and how to use it inside excel?
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