Using the following stock and gold return data for the year of 2020, calculate the...
90.2K
Verified Solution
Link Copied!
Question
Finance
Using the following stock and gold return data for the year of 2020, calculate the return and risk (standard deviation) of a portfolio invested equally in the ASX 200 index and in the gold assets. (5 marks)
Average ASX 200 index return
-6.02%
Average gold return
235.75%
Volatility () of the ASX 200 index return
23%
Volatility () of the gold return
8%
Correlation of ASX 200 index and gold return
-0.75
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
