Develop an investment policy statement for your client

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Reference no: EM131096851

PROJECT

1. Develop an investment policy statement for your client

2. Discuss your asset allocation strategy for your portfolio. Describe the characteristics of the major asset classes that you consider in forming your portfolio. (remember the distribution between equity, fixed income securities, bonds real estate, commodities, hedge funds etc)

3. Calculate and interpret the arithmetic mean, holding period return, variance and covariance (correlation) of asset returns based on 5 year historical data.

4. Construct your optimal portfolio. Give your own analysis of your portfolio.

5. Compare and contrast the performance of your portfolio to S&P performance for the last 5 years.

6. Submit a written work.

Reference no: EM131096851

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