In September 2015, Susie represented over the past seven years on the performance of her personal investment portfolio. Susie had supplied in the two exchange traded funds (ETFs): Lyxor ChinaH and Lyxor MSIndia. This evaluation would call for the application of the capital asset pricing model as well as the notion of portfolio diversification.
Lyxor ChinaH Versus Lyxor MSIndia Portfolio Risk and Return Case Study Solution
In addition, Susie would need to calculate mean returns, standard deviations, co-variances, correlations, betas, and required returns to be able to completely gauge the merits of her decision. The high growth in both of these emerging markets had fizzled out lately although Susie had been satisfied with her portfolio performance over the past seven years. Should Susie spread her portfolio or merely invested in China and India only? Zsuzsa R. Huszar is affiliated with NUS Business School. Weina Zhang is affiliated with NUS Business School.
PUBLICATION DATE: February 02, 2016 PRODUCT #: W16027-PDF-ENG
This is just an excerpt. This case is about FINANCE & ACCOUNTING
