Using the following stock and gold return data for the year of 2020, calculate the...
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Finance
Using the following stock and gold return data for the year of 2020, calculate the return and risk (standard deviation) of a portfolio invested equally in the ASX 200 index and in the gold assets. (5 marks)
| Average ASX 200 index return | -6.02% |
| Average gold return | 235.75% |
| Volatility () of the ASX 200 index return | 23% |
| Volatility () of the gold return | 8% |
| Correlation of ASX 200 index and gold return | -0.75 |
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