Investment Portfolio A: 75% investment in the selected company and 25% investment in

the competitor.

Investment Portfolio B: 50% investment in the selected company and 50% investment in

the competitor.

Investment Portfolio C: 20% investment in the selected company and 80% investment in

the competitor.

Required:

(a) Compute:

(i) Portfolio returns for Investment Portfolio A, Investment Portfolio B and Investment

Portfolio C separately, for the time period under review.

(ii) Portfolio risk for Investment Portfolio A, Investment Portfolio B and Investment

Portfolio C separately, for the time period under review. Provide your workings to the

computations.

(b) Comment on which investment fund performed better and the diversification benefit

obtained from the portfolio.

MAP o Deed, Supian 1 FB MAMA ARI NO POFTR 24 WMT- Dong Shiyan mA , preIT A % FDMA 6 MM POFT % - % . 16 RM SIM BE ws 16 X- 2010/11 High 6506 1916 56 1/1/60 A Date Open 2011 2010/2/1 731 2011 73.59 2011 3061 2019/5/1 2019 000 2017 1755 2011 06.15 2011 106.77 2013/10 107.33 10000 VI 125.2 2001 12074 20300 20201 1990 COOL 8 6 1/ wit 6 026 A14 C D E Low Close A Close Volume 73.02 1 Date 726909790 1124 7271 29.07 B 0 2 G 728475722 932100 2011 3158 7296 Open Date 30.1 78.64334 105 106 2 2011/87225 Low Close 2 Ad Close Volume 2019/21 1225 74.72 4 355 2011 4191 09512033109 77.0 7390131 93402600 B2 25 5 2012/1 70.00 4114 439675 414825 432875 42.2151 10.09 201201 10.45 7612701AE 2.15 2010 2757 23.4225 BOS 6 42315474675452401 1651 45231 99656300 2015/5/1 47.91 52.12 051 ALORS 50 175 49 12412020 1 2015 864 83 2409 342DO 16 1001 2019 30704 103 1375 1.10072019 2011M 5241 5102 37475 4105 42.002 2.09 11014 2011 19446510 2009 43950.3925 567 30468 10691 103 1035 1057000 33220 1909 102019 1140 20150705 4025 10401 1061 100 BIS 1000000 48105 12757 107.02 53.675450 12501 121370 138.000 2010 5.60 12185 5131141 2720 11 201101 56.605 5105492521700 12233 12 2013 130M 12021 1252728 7012850011 201210/152075 2.475 176 6219 6101244 24.09 110 31 110.74 0151120111VI 25 07 118 2266125052 1909 10014 100 100 500179223001120111M 175 70125 0775 71412572675 2.09 15 2020/2/1 1122 92.97 932052 1.00 14 2011 YOBB 73 1075 1777 76002 2009 2001 11401 2011 100 107,701 13.01 202021 75.07 68346 30.09 17 202001 1.805 125 51 101 1220 120.1997 1.26000 2120/11 7057 71511525 75 30036209 2020 120 114001 11950 1620 10.00 17 2020W6185 7305 59223 1145 72 050) 27.00 19 2000 1251M 100 67002900 10 20/1 71 10071 42.00 20/1 1141 20 12625 151 21 143145 1.72-00920734070005 112.00.14342 320.00 71 10 1405 15742 12151 670202020/7/1 012301ALS 16 10626 10 7201 302009 27 2120W 10 192.22 15230021 2000IVI 131 1070 12000 12040710 22 200 1811 1520 1709 171000222001 132 13790 3031 1150111540000 222001 1634 176 17530297/100 2010 111 1 JOB 1005164 2.0 2020/IM 42000/11/1 12 102.32 11905 1106020. 21.00 29 M 12101 130 12001 132012022120 B C 0 Ooon High low Mat Close Wome 9254 9935 95.2007 108 104 10 99 95051) GEO 99.1 10049 9259 3 14.00 9791 10415 1979 10259267611140 102.77 1000 1044 911 01 101.60 11222 2014 120401 213 1 22.00 1113 115.00 103 1103 101012 12 11020 115.30 301 110 1100/12 15:00 113 119 113 115 115778) LOSE HOS 12071 11450 117. 10:00 1170 175 TO 115 116 1170 119.15 12212 1174 I DIN 118.30 112 1149 112 1419 120 IN UT107854710 1078 12000 111 1122IBES 112.13 1 12140 131 BIMM200 1:40 1720) 1714 12 11911111 111 100 in ? 12V 14101 1731 I 230 142 1512 Im 1400 SHA 1500 10 1016 13265 100 SI COL CLOE 1916 107 117 2004 2020/01 M 20 2020/01 2011 2020 100 12045 1150 15 1100 1163 TH 148 0+! IR KOMIST ON NO. 1 SW 164 2011 22 HC APL WMI MAP o Deed, Supian 1 FB MAMA ARI NO POFTR 24 WMT- Dong Shiyan mA , preIT A % FDMA 6 MM POFT % - % . 16 RM SIM BE ws 16 X- 2010/11 High 6506 1916 56 1/1/60 A Date Open 2011 2010/2/1 731 2011 73.59 2011 3061 2019/5/1 2019 000 2017 1755 2011 06.15 2011 106.77 2013/10 107.33 10000 VI 125.2 2001 12074 20300 20201 1990 COOL 8 6 1/ wit 6 026 A14 C D E Low Close A Close Volume 73.02 1 Date 726909790 1124 7271 29.07 B 0 2 G 728475722 932100 2011 3158 7296 Open Date 30.1 78.64334 105 106 2 2011/87225 Low Close 2 Ad Close Volume 2019/21 1225 74.72 4 355 2011 4191 09512033109 77.0 7390131 93402600 B2 25 5 2012/1 70.00 4114 439675 414825 432875 42.2151 10.09 201201 10.45 7612701AE 2.15 2010 2757 23.4225 BOS 6 42315474675452401 1651 45231 99656300 2015/5/1 47.91 52.12 051 ALORS 50 175 49 12412020 1 2015 864 83 2409 342DO 16 1001 2019 30704 103 1375 1.10072019 2011M 5241 5102 37475 4105 42.002 2.09 11014 2011 19446510 2009 43950.3925 567 30468 10691 103 1035 1057000 33220 1909 102019 1140 20150705 4025 10401 1061 100 BIS 1000000 48105 12757 107.02 53.675450 12501 121370 138.000 2010 5.60 12185 5131141 2720 11 201101 56.605 5105492521700 12233 12 2013 130M 12021 1252728 7012850011 201210/152075 2.475 176 6219 6101244 24.09 110 31 110.74 0151120111VI 25 07 118 2266125052 1909 10014 100 100 500179223001120111M 175 70125 0775 71412572675 2.09 15 2020/2/1 1122 92.97 932052 1.00 14 2011 YOBB 73 1075 1777 76002 2009 2001 11401 2011 100 107,701 13.01 202021 75.07 68346 30.09 17 202001 1.805 125 51 101 1220 120.1997 1.26000 2120/11 7057 71511525 75 30036209 2020 120 114001 11950 1620 10.00 17 2020W6185 7305 59223 1145 72 050) 27.00 19 2000 1251M 100 67002900 10 20/1 71 10071 42.00 20/1 1141 20 12625 151 21 143145 1.72-00920734070005 112.00.14342 320.00 71 10 1405 15742 12151 670202020/7/1 012301ALS 16 10626 10 7201 302009 27 2120W 10 192.22 15230021 2000IVI 131 1070 12000 12040710 22 200 1811 1520 1709 171000222001 132 13790 3031 1150111540000 222001 1634 176 17530297/100 2010 111 1 JOB 1005164 2.0 2020/IM 42000/11/1 12 102.32 11905 1106020. 21.00 29 M 12101 130 12001 132012022120 B C 0 Ooon High low Mat Close Wome 9254 9935 95.2007 108 104 10 99 95051) GEO 99.1 10049 9259 3 14.00 9791 10415 1979 10259267611140 102.77 1000 1044 911 01 101.60 11222 2014 120401 213 1 22.00 1113 115.00 103 1103 101012 12 11020 115.30 301 110 1100/12 15:00 113 119 113 115 115778) LOSE HOS 12071 11450 117. 10:00 1170 175 TO 115 116 1170 119.15 12212 1174 I DIN 118.30 112 1149 112 1419 120 IN UT107854710 1078 12000 111 1122IBES 112.13 1 12140 131 BIMM200 1:40 1720) 1714 12 11911111 111 100 in ? 12V 14101 1731 I 230 142 1512 Im 1400 SHA 1500 10 1016 13265 100 SI COL CLOE 1916 107 117 2004 2020/01 M 20 2020/01 2011 2020 100 12045 1150 15 1100 1163 TH 148 0+! IR KOMIST ON NO. 1 SW 164 2011 22 HC APL WMI