Compare the obtained estimates of expected return

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Retrieve the monthly returns for the following ETFs in TSX from 2016 to 2020 from Yahoo finance

1) HXT

2) XUU

3) VCN

4) ZSP

1) State the complete name of each fund.

2) Based on the derived data, in Excel spreadsheets compute the quarterly expected returns, standard deviations of returns for each fund, and correlation coefficient between these funds.

3) Compare the obtained estimates of expected return and risk among funds. Are the results consistent with the risk-return trade-off in efficient markets? If not, how can you explain the discrepancy?

Reference no: EM133121611

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