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Assume that the investment possibilities are Stocks (S) and Bonds (B). Stocks have an expected return of 10% and a standard deviation of 18%. Bonds have an expected return of 4% and a standard deviation of 8%. The correlation coefficient between Stocks and Bonds is 20%. The return on the risk-free asset is 2%. Investors may borrow or lend at a risk-free rate.
a. Compute the Sharpe Ratio of a portfolio that consists of 50% Stocks and 50% Bonds.
b. Compute the composition of the optimal portfolio of Stocks and Bonds.
c. Compute the composition of the minimum-variance portfolio of S and B.
d. Peter (an investor) only wants to invest in the Stocks market and the risk-free asset. He wants to achieve a portfolio return of 8%. If Peter can borrow or lend unlimited amounts at the risk-free rate, what is the composition of his portfolio consisting of Stocks and the risk-free asset?
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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