Question: 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)

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?

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