Portfolio Details XYZ ASX200 ETF Government bond Investment $70,000 $130,000 $0 Expected return 11% pa...
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Portfolio Details XYZ ASX200 ETF Government bond Investment $70,000 $130,000 $0 Expected return 11% pa 8% pa 2% pa Total standard deviation 60% pa 30% pa 0% pa Beta 1.5 1 0 Correlation between XYZ and ASX200 0.75 Do not enter your answers as percentages. Provide all answers as decimals correct to at least 6 decimal places. So for example if your answer is 1.23456789%, write 0.0123456789. Question 2a (2 marks): What is the portfolio's total expected return pa? Give your answer as a decimal that's correct to 6 decimal places or more. So for example if your answer is 1.23456789%, you can write 0.0123456789. Answers
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