Question
Which of the following will be a part of Efficient Frontier? A B C D E F Return(%) 8 8 12 4 9 8 Risk(Standard
Which of the following will be a part of Efficient Frontier?
|
| A | B | C | D | E | F |
| Return(%) | 8 | 8 | 12 | 4 | 9 | 8 |
| Risk(Standard Deviation) | 4 | 5 | 12 | 4 | 5 | 6 |
Plot them in Risk return graph. Assuming correlation between A and C as 0.3, find the risk and return of the portfolio with 75% proportion in A and 25 % in C, also interpret the result of such diversification. (15 MARKS)
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Financial Management In The Sport Industry
Authors: Matthew T Brown, Daniel Rascher, Mark S Nagel, Chad Mcevoy
1st Edition
1934432040, 978-1934432044
