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The indexes Yumeko invests in are the U.K and China. What are the weights on the two indexes to achieve the optimal international portfolio? What
The indexes Yumeko invests in are the U.K and China. What are the weights on the two indexes to achieve the optimal international portfolio? What are the standard deviation and mean of returns on his optimal international portfolio?
PLEASE GO STEP BY STEP THROUGH THE PROCESS IN EXCEL (SHOW CELL EQUATIONS)
Given information:
U.K | China | Japan | ||
^GSPC | ^BSESN | ^KS11 | ||
Date | Adj Close | Adj Close | Adj Close | T-bill Monthly rate |
12/1/2010 | 1257.64 | 20509.09 | 2051 | 0.0117% |
1/1/2011 | 1286.12 | 18327.76 | 2069.73 | 0.0125% |
2/1/2011 | 1327.22 | 17823.4 | 1939.3 | 0.0108% |
3/1/2011 | 1325.83 | 19445.22 | 2106.7 | 0.0083% |
4/1/2011 | 1363.61 | 19135.96 | 2192.36 | 0.0050% |
5/1/2011 | 1345.2 | 18503.28 | 2142.47 | 0.0033% |
6/1/2011 | 1320.64 | 18845.87 | 2100.69 | 0.0033% |
7/1/2011 | 1292.28 | 18197.2 | 2133.21 | 0.0033% |
8/1/2011 | 1218.89 | 16676.75 | 1880.11 | 0.0017% |
9/1/2011 | 1131.42 | 16453.76 | 1769.65 | 0.0008% |
10/1/2011 | 1253.3 | 17705.01 | 1909.03 | 0.0017% |
11/1/2011 | 1246.96 | 16123.46 | 1847.51 | 0.0008% |
12/1/2011 | 1257.6 | 15454.92 | 1825.74 | 0.0008% |
1/1/2012 | 1312.41 | 17193.55 | 1955.79 | 0.0025% |
2/1/2012 | 1365.68 | 17752.68 | 2030.25 | 0.0075% |
3/1/2012 | 1408.47 | 17404.2 | 2014.04 | 0.0067% |
4/1/2012 | 1397.91 | 17318.81 | 1981.99 | 0.0067% |
5/1/2012 | 1310.33 | 16218.53 | 1843.47 | 0.0075% |
6/1/2012 | 1362.16 | 17429.98 | 1854.01 | 0.0075% |
7/1/2012 | 1379.32 | 17236.18 | 1881.99 | 0.0083% |
8/1/2012 | 1406.58 | 17380.75 | 1905.12 | 0.0083% |
9/1/2012 | 1440.67 | 18762.74 | 1996.21 | 0.0092% |
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