year A 2016 10.25% 2017 -8.56% 12.33% 14.67% 2018 20.25% 5.45% 2019 14.25% -4.80% -4.80% 2020 5.78% 15.67% B C D 14.67% 25.77% 5.89% E 23.34% 8.65% -4.78% 10.56% -0.98% -0.98% 9.07% 30.34% 30.34% 10.45% 16.34% -5.88% -5.78% 23.12%
You are a
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Calculate the Expected Return and Standard Deviation of each stock.
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Without any inclusion of risk-free assets in the formation of the portfolios, what is
the assets proportion of the minimum variance and maximum return portfolios?
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Calculate the expected return and standard deviation for both portfolios.
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Suppose there is a risk-free asset with a 5% return and a condition in which short
sales are allowed, whilst both the borrowing and lending can be obtained at a risk- free rate. What would be the new portion of each asset, including risk-free assets for the maximum return portfolio? Calculate the portfolio’s expected return and its standard deviation.
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