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    Asfand Kamal
    6 views3 pages
    The document contains performance data for three portfolios over time including their standardized returns, risks and betas. A scatter plot graph compares the returns and risks of the active and passive portfolios to the market index, showing the active portfolio achieved higher returns but also higher risk than the passive portfolio. A capital market line graph plots the efficient frontier and shows the active portfolio lay above the capital market line, indicating it was efficiently allocated compared to the market and passive portfolio.

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    The document contains performance data for three portfolios over time including their standardized returns, risks and betas. A scatter plot graph compares the returns and risks of the active and passive portfolios to the market index, showing the active portfolio achieved higher returns but also higher risk than the passive portfolio. A capital market line graph plots the efficient frontier and shows the active portfolio lay above the capital market line, indicating it was efficiently allocated compared to the market and passive portfolio.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    6 views3 pages

    Book 1

    Uploaded by

    Asfand Kamal
    The document contains performance data for three portfolios over time including their standardized returns, risks and betas. A scatter plot graph compares the returns and risks of the active and passive portfolios to the market index, showing the active portfolio achieved higher returns but also higher risk than the passive portfolio. A capital market line graph plots the efficient frontier and shows the active portfolio lay above the capital market line, indicating it was efficiently allocated compared to the market and passive portfolio.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 3

    Portfolios Standard Realized

    Deviation ROR

    26.78%
    24.19%
    35.54%

    x axis
    0
    35.54
    0
    26.78
    0
    24.19

    14.06%
    11.46%
    -0.43%

    y axis
    2.5
    -0.43
    2.5
    14.06
    2.5
    11.46

    SML

    x axis
    0
    1
    0
    0.66
    0
    0.53

    y axis
    2.5
    -0.43
    2.5
    14.06
    2.5
    11.46

    Return

    Active
    Passive
    Index

    16
    14
    12
    10
    8
    6
    4
    2
    -2
    1
    Beta

    Market
    Active
    Passive

    Return

    SML

    16
    14
    12
    10
    8
    6
    4
    2
    -2
    5

    1
    Beta

    Return

    CML
    16
    14
    12
    10
    8
    6
    4
    2

    Market
    Active
    Passive

    -2
    5

    10

    15

    20

    25

    Standard Deviation

    30

    35

    40

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