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Please Solve Both Parts A and B a. Using the monthly risk-free rate of 0.023 percent, construct the optimal international portfolio. b. Compute the expected
Please Solve Both Parts A and B
a. Using the monthly risk-free rate of 0.023 percent, construct the optimal international portfolio.
b. Compute the expected return and risk of the optimal portfolio.
Question 1(4 points): International Portfolio Investment (Chapter 15). Suppose you are trying to construct the optimal international portfolio using the U.S. (us) and Netherland (NL) stock market indexes. From the period 1980.1-201212, you obtain the following data (in percentage per month) for two stock markets: RUS = 0.647 RNL 0.635 ous = 21.07 ok 35.64 OUS.NL - 20 Question 1(4 points): International Portfolio Investment (Chapter 15). Suppose you are trying to construct the optimal international portfolio using the U.S. (us) and Netherland (NL) stock market indexes. From the period 1980.1-201212, you obtain the following data (in percentage per month) for two stock markets: RUS = 0.647 RNL 0.635 ous = 21.07 ok 35.64 OUS.NL - 20Step by Step Solution
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The First Time Homebuyers Handbook
Authors: Dean Thompson
1st Edition
1658856112, 978-1658856119
