QUESTION 4. Now, suppose you want to provide clients visualization of the effect of your asset allocation decision on yo

[answerhappygod]

QUESTION 4. Now, suppose you want to provide clients
visualization of the effect of your asset allocation decision on
your
Portfolio O's performance in terms of both return and risk
(2 marks).
a. Change the weights into each of the above stocks by 2% a time to
obtain some possible investment opportunities (portfolios). Present
these investment opportunities in a
table (Please do NOT allow short-selling). Depict the investment
opportunities in a graph in which the x-axis is the portfolio
standard deviation and the y-axis the expected portfolio return. (1
mark)
b. Among all possible investment opportunities (portfolios), find
out the one with 1) minimum variance (risk) (see Topic 2) 2) Best
return-risk relationship (optimum or highest Sharpe ratio) (hint:
use Excel Solver, with the annual risk-free rate = 0.25%). (1
marks).