Lyxor ChinaH Versus Lyxor MSIndia: Portfolio Risk and Return
商品編號：9B16N004
出版日期：2016/02/02
再版日期：2016/01/28
商品來源：Ivey
商品主題：Finance
商品類型：
涵蓋議題：Diversification, CAPM, correlation coefficient, Sharpe ratio
難易度：4 - Undergraduate/MBA
內容長度：3 頁
地域：
產業：Finance and Insurance;
事件年度：2015
In September 2015, Susie reflected on the performance of her personal investment portfolio over the past seven years. Susie had invested in two exchange traded funds (ETFs): Lyxor ChinaH and Lyxor MSIndia. She was now considering Lyxor USDJIA as a third ETF to diversify her risk. This analysis would involve the concept of portfolio diversification and the application of the capital asset pricing model. In addition, Susie would need to calculate mean returns, standard deviations, covariances, correlations, betas, and required returns in order to fully assess the merits of her decision. Although Susie had been satisfied with her portfolio performance over the past seven years, the high growth in these two emerging markets had fizzled out lately. Should Susie diversify her portfolio or remain invested in China and India only?
教學手冊：8B16N004;
補充材料：