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Question- What would have been the average return and standard deviation of the portfolios with differing weights in the two assets? See the excel sheet.
Question- What would have been the average return and standard deviation of the portfolios with differing weights in the two assets?
See the excel sheet. Analyze the risk-return trade-off that would have characterized portfolios constructed from Stocks and Treasury bonds over the last 20 years. Use Excel to answer the following: . B C 1 2 N 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 Year 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 Stocks -12.5% -12.1% -23.7% 27.6% 11.3% 5.9% 14.3% 5.6% -46.0% 25.0% 16.1% 0.5% 15.1% 30.2% 11.1% 0.1% 12.7% 20.1% -5.4% 26.6% T-bonds 13.5% 4.0% 13.7% 1.3% 5.1% 3.1% 2.2% 9.2% 16.3% -6.0% 7.2% 15.4% 3.5% -7.2% 9.7% 1.1% 0.7% 2.8% 0.0% 7.9%Step by Step Solution
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