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Question 3 Year X Y Z 2016 +10% +8% +12% 2017 +0 +2 -2 2018 -10 -8 -20 2019 +16 +20 +36 2020 +10 +10

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Question 3 Year X Y Z 2016 +10% +8% +12% 2017 +0 +2 -2 2018 -10 -8 -20 2019 +16 +20 +36 2020 +10 +10 +14 Required: Based upon the information in the table, determine the risk-adjusted performance of a portfolio with equal proportions of the 3 funds. Plot the graphs of the results with y-axis (return) and x-axis (risk). The risk-free rate is 6%. (10 marks)

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