Question: You have a portfolio with an asset allocation of 50

You have a portfolio with an asset allocation of 50 percent stocks, 40 percent long-term Treasury bonds, and 10 percent T-bills. Use these weights and the returns in Table 9.2 to compute the return of the portfolio in the year 2000 and each year since. Then compute the average annual return and standard deviation of the portfolio and compare them with the risk and return profile of each individual asset class.


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  • CreatedSeptember 23, 2014
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