Question: Portfolio Management a. Calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the S&P and Russell 2000 and

Portfolio Management

a. Calculate the expected return and standard deviation of a portfolio consisting of equal parts of

(1) the S&P and Russell 2000 and

(2) the S&P and the Nikkei.

and Discuss the two portfolios .

Exercise 3: The following are monthly percentage price changes for four market indexes Compute the following: a. Calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the S\&P and Russell 2000 and (2) the S\&P and the Nikkei. Discuss the two portfolios

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