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Suppose that you are planning to design a virtual investment portfolio for your own demand. Using the monthly stock data (close price) on Ho
Suppose that you are planning to design a virtual investment portfolio for your own demand. Using the monthly stock data (close price) on Ho Chi Minh Stock Exchange from January 2018 to January 2020, you design an investment portfolio of 2 securities given the initial capital of 1,000,000.000 VND. 2.1.Caculate the expected risk and return of your portfolio given the weight of 50% for each security. (1 point) 2.2. Identify the optimal weight for each security and justify your choice. Illustrate your choice by graph. (1 point) smy 2.3.What is your expected return (in VND) given the optimal weight in question 2? (1 point) Note: All results are expressed as 2 decimals. You should invest as much as possible your initial capital. You should express your calculations step by step.
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21 Expected Risk The expected risk of the portfolio is the weighted average of the risk of each security where the weights are their respective propor...Get Instant Access to Expert-Tailored Solutions
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