TAILIEUCHUNG - Lecture Multinational financial management - Topic 19: Global portfolio optimization

In this chapter, students understand and can recall the process of portfolio construction and optimization; students can compute n-asset portfolio mean, volatility, and sharpe ratios; optimal combined portfolios that combine risky and risk-free assets. | Topic #19: Global Portfolio optimization L. Gattis The Pennsylvania State University Finance 407: Multinational Financial Management 1 Review 2 You plan to retire in 40 years and want to earn an annuity of $100,000 for 30 years that starts in 41 years. How much do you need to save each year (starting in on year) to have enough to buy your desired annuity? Assume a portfolio return of 6%. Hint: 1st compute how much you’ll need at retirement (PV), then compute how much you need to save annually (PMT)? $7,207 $8,894 $9,120 $10,155 $11,213 Learning Objectives 3 Learning Objectives Students understand and can recall The process of portfolio construction and optimization Students can compute N-asset portfolio mean, volatility, and Sharpe ratios Optimal combined portfolios that combine risky and risk-free assets Global Portfolio 4 Suppose we would like create a portfolio that combines ., EAFE, and EM equity funds using the following data. Expected Return for a portfolio with N-assets .

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