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Homework answers / question archive / 8) For each asset class selected for the client, select the corresponding asset class benchmark

8) For each asset class selected for the client, select the corresponding asset class benchmark

Finance

8) For each asset class selected for the client, select the corresponding asset class benchmark.  Find their tickers, mean risk premia and standard deviations and fill in the form in the template 2.

9) Provide all the constraints for the portfolio.

10) Decide and cite the method the group has chosen for the client's portfolio asset allocation or capital allocation.

11) Run solver and based on the results, find the portfolio asset allocation or capital allocation. 

12) Provide the portfolio's mean return (HPY), mean risk premium and standard deviation of the risk premia

13) Find the various performance's measures for the portfolio you build and for the overall benchmark.

Template 2 is to be used to summarize the information requested above.

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