Sorry, mine mistake, actually it is assumed that portfolio volatility and benchmark volatility are the same 10%.Just according to mine intuition, I was expected that higher return corresponds to higher volatility (at least when we are talking about efficient portfolios),but it looks like in this example our portfolio simply outperforms benchmark in terms that with same volatility gives higher return ( I am talking in terms of expected values).Please correct me if I am wrong. Kind regardsthis should be 20%, typo error I believe
@aperrellCan you guys tell me where this spreadsheet is?
The page 11 of "R9.P1.T1-Amenc_v9" says that "you can retrieve a copy of this worksheet in the Study Planner" but the worksheet avaiable does not contain the excel tabs related to 404.1, 404.2 and 404.3.
Is that right?
In addition to David's response above, the full spreadsheets are only available with the Professional study package so you wouldn't be able to access the tabs that David is referring to without upgrading to Professional. The sample XLS in the study planner only shows the first few tabs.