Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Using the data in below determine the optimal risky portfolio which is constructed out of the three asset classes: gold, NASDAQ and BOND (this is

Using the data in below determine the optimal risky portfolio which is constructed out of the three asset classes: gold, NASDAQ and BOND (this is a broad bond fund).

(Note: be sure to calculate returns before any further analysis. Assume a risk-free rate for the question of 0%)

Date GOLD NASDAQ BOND
2021/3/1 1700.2 12723.47 109.872093
2021/2/1 1728.1 13192.35 110.653488
2021/1/1 1847.3 13070.69 112.127403
2020/12/1 1893.1 12888.28 112.186867
2020/11/1 1775.7 12198.74 111.549568
2020/10/1 1877.4 10911.59 110.106415
2020/9/1 1887.5 11167.51 110.827652
2020/8/1 1967.6 11775.46 110.667252
2020/7/1 1962.8 10745.27 110.998344
2020/6/1 1793 10058.77 109.277649
2020/5/1 1736.9 9489.87 107.552856
2020/4/1 1684.2 8889.55 106.743065
2020/3/1 1583.4 7700.1 103.180222
2020/2/1 1564.1 8567.37 107.91925
2020/1/1 1582.9 9150.94 106.581665
2019/12/1 1519.5 8972.6 103.939621
2019/11/1 1465.6 8665.47 104.383194
2019/10/1 1511.4 8292.36 104.124367
2019/9/1 1465.7 7999.34 104.126244
2019/8/1 1519.1 7962.88 104.494011
2019/7/1 1426.1 8175.42 102.43396
2019/6/1 1409.7 8006.24 101.898933
2019/5/1 1305.8 7453.15 100.691711
2019/4/1 1282.8 8095.39 99.293121
2019/3/1 1293 7729.32 99.175415
2019/2/1 1312.8 7532.53 97.38089
2019/1/1 1319.7 7281.74 97.483932
2018/12/1 1278.3 6635.28 95.69117
2018/11/1 1220.2 7330.54 94.201454
2018/10/1 1212.3 7305.9 93.943863
2018/9/1 1191.5 8046.35 94.454971
2018/8/1 1200.3 8109.54 94.915451
2018/7/1 1223.7 7671.79 94.318016
2018/6/1 1251.3 7510.3 94.27256
2018/5/1 1300.1 7442.12 94.148331
2018/4/1 1316.2 7066.27 93.577637
2018/3/1 1322.8 7063.45 94.558929
2018/2/1 1315.5 7273.01 94.044556
2018/1/1 1339 7411.48 95.103279
2017/12/1 1306.3 6903.39 95.427223
2017/11/1 1273.2 6873.97 95.405296

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Pricing In General Insurance

Authors: Pietro Parodi

2nd Edition

0367769034,1000860833

More Books

Students also viewed these Finance questions

Question

10. Why is interoperability important in building an HIE?

Answered: 1 week ago