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)
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)
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