This assignment is designed to test students’ knowledge on the

This assignment is designed to test students’ knowledge on the concept of risk and return. Students are expected to performance computations to evaluate the efficiency of portfolios.

  1. Compute the average (expected) return and      volatility (standard deviation) for shares A and B.
  2. Determine the covariance and the      correlation coefficient between returns on A and returns on B.
  3. Calculate the expected return and      standard deviation for a portfolio P of share A and share B, where the proportion      invested in A is 50.28%.
  4. A second portfolio Q also comprise      share A and share B, where the proportion invested in A is 10.00%. Discuss      which portfolio is efficient.
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