Below are the instructions for the assignment for this week.
Case: Lyxor ChinaH versus Lyxor MSIndia
Based on the case study you will be assessing portfolio performance and diversification.
You should answer the following questions:
- Using the annual return data provided in Exhibit 1, calculate their mean returns, standard deviations, covariance and correlation. With these numbers calculate the standard deviation and return for Susie’s entire portfolio.
- After adding Lyxor USDJIA, what is the portfolio’s new standard deviation and return? How does the new portfolio compare to the portfolio in question 1?
- Based on your data analysis should Susie diversify her portfolio or remain invested in only in China and India?
- Explain the concept of diversification in detail including the benefits of international diversification
- How do we determine what is the appropriate level of diversification in a portfolio? Is there a specific measure or metric that should be used?
Your paper and associated analysis should meet the following requirements:
- Be well written
- Be 3 to 5 pages in length
- Include an Excel file with the required calculations (TurnItIn will allow multiple files to be uploaded)
- Should include a formal introduction and conclusion
- Be formatted according to the Northwood Writing Requirements
Reference Page
All sources listed on the reference page must also be cited in the paper.
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