Compare different measures

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In 800 words response and using citation + references for each piece of information used, please perform the following analysis on Saudi Arabia
1. Collect time series information about the performance of the major stock market
2. Calculate the rate of return that has been achieved in last 5 to 10 years by yearly or quarterly
3. Compare these different measures
4. Comment on the average return and the deviations from such return
5. Obtain the risk free rate for the country
6. What is the risk premium or return that is achieved over the risk free rate by investing in the equity market
7. How has this changed over time
8. Calculate the Sharpe ratio for these 5 to 10 years
9. Assume that you can invest in an international bond fund with an expected rate of return of 5% and a standard deviation of 2%
a. Examine the way that changing the composition of your portfolio would affect the expected risk and return
b. Identify the Portfolio that is:
i. With highest return
ii. With lowest risk
iii. Optimal

Reference no: EM13659339

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