a Fill in the following table for these equal weighted portfolios using the stock returns from Exhibit T20 1 MeanStandard deviation WSharpe index (U S ) (Canadian) (U S ) (Japanese) b Plot these portfolios on a graph with standard deviation on the x axis and mean return on the y axis Draw a line be...

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a. Fill in the following table for these equal weighted portfolios using the stock returns from Exhibit

Question:

a. Fill in the following table for these equal weighted portfolios using the stock returns from Exhibit T20.1.
MeanStandard deviationβ WSharpe index
½(U.S.) + ½(Canadian)
½(U.S.) + ½(Japanese)
b. Plot these portfolios on a graph with standard deviation on the x-axis and mean return on the y-axis. Draw a line between each and the mean U.S. dollar risk free rate of 7.2%.
c. According to Sharpe's performance index, which yielded the best return/risk tradeoff for a U.S. investor? Why did this combination dominate the other combination? Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...