Question 6 Your client is very concerned about downside risk. As such, she would like to...

Transcribed Image Text:

Question 6 Your client is very concerned about downside risk. As such, she would like to choose an asset allocation that minimises the probability of return below the risk free rate of 3.5%. Based on the data below, recommend an asset allocation for your client. Asset allocation A B C Data Expected return Standard Deviation 11.50% 18% 8% 14% Question 6 Your client is very concerned about downside risk. As such, she would like to choose an asset allocation that minimises the probability of return below the risk free rate of 3.5%. Based on the data below, recommend an asset allocation for your client. Asset allocation A B C Data Expected return Standard Deviation 11.50% 18% 8% 14%