Return-risk and correlation cells on the spreadsheet

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This is an individual assignment [?nal case exam] the case is available on the HBSP web site see syllabus for access URL. The case provides background into the history and current situation with the pension fund. For this assignment, you will arrive at an asset allocation decision using the efficient frontier spreadsheet posted on blackboard . For the spreadsheet , apply the data from the JPM 2021] rate of return, standard deviation and correlation posted on blackboard as the source of data for your modeling . Just use the average arithmetic returns, the volatility number as the standard deviation and the correlation between those asset classes. Your selections are then input, or linked, into the return, risk and correlation cells on the spreadsheet.

Reference no: EM133165434

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