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Use the following covariance matrix and average returns to calculate the return, standard deviation, and Sharpe ratio for the following portfolios: - SP500/ Real Estate

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Use the following covariance matrix and average returns to calculate the return, standard deviation, and Sharpe ratio for the following portfolios: - SP500/ Real Estate (CSI) SP500/ 10 yr Government bond - Real Estate/10 yr Government bond Calculate the parameters for all combinations of weights, then graph the parameters for each portfolio and decide which portfolio would you invest into and in what proportions. Covariance matrix sp500 10 yr CSI sp500 0.005459 0.0002280.00057 CSI 10 yr 0.000126 0.000038 0.000303 Averages Sp500 CSI 10 yr 0.0194 0.0099 0.0584

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