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What portfolio would minimize volatility for a target return

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Reference no: EM132472426

You are a wealth manager revising the portfolio allocation for your client who currently holds a portfolio of stocks and bonds (the "SB fund") that has performed well. You are considering adding gold to this fund. Based on your research, you forecast the following distributional properties of the annual returns on the SB fund and gold:

Question 1. Compute the Sharpe ratios of the SB fund and gold. Based only on these ratios, how desirable does investment in the SB fund by itself compare to investment in Gold by itself?

Question 2. What new portfolio consisting of the SB fund along with gold would maximize the Sharpe ratio?

Question 3. What portfolio would minimize volatility for a target return of 11%?

Attachment:- SBI fund.rar

Reference no: EM132472426

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