Question: Required: Based upon the information in the table, determine the risk-adjusted performance of a portfolio with equal proportions of the 3 funds. Plot the graphs

Required: Based upon the information in the table, determine the risk-adjusted performance of a portfolio with equal proportions of the 3 funds. Plot the graphs of the results with y-axis (return) and x-axis (risk). The risk-free rate is 6%. (10 marks)

Year 2016 2017 2018 2019 2020 X +10% +0 -10 +16 +10 Y +8% +2 -8 +20 +10 z +12% -2 -20 +36 +14

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