Calculate a range of investment statistics

Reference no: EM132209208

Problem - In the attached excel file there are five individual time series of data. The first column (equities) is the historical performance of the MSCI World equity index, while Fund 1 - 4 represent investment strategies of different styles that you may be expected to cover in your role at Frontier. Your task:

1. Calculate a range of investment statistics and be prepared to discuss the relative merit of each strategy based on your findings. Your analysis can be supported by any charts that help explain the investment case for each fund. There is information of commonly used statistics online if you are unfamiliar with these methods.

2. If you were an Australian super fund client of Frontier's that had a 100% allocation to equities, discuss which strategies you would use to diversify this exposure and order of preference

3. Based on your findings above, prepare a model portfolio that achieves a return of 3% annualised over the period while minimising the risk (volatility) of the portfolio.

Note that there is no single correct answer to these questions, the purpose of the exercise is to talk through some of the common problems you may be asked to solve at Frontier. Please provide your answer by 5pm Sunday and show all workings completed in excel that support your findings.

Attachment:- Assignment Files.rar

Reference no: EM132209208

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