Investment portfolio

Order Description Question 2 - Compulsory An investment portfolio that is comprised of four assets is given below. provided include a correlation matrix, covariance matrix and an assumed risk-free rate. Assume a risk-free (Rf) rate of 6.2%. Required: a) Calculate the expected return and risk for the Nikkei-225 and S&P/ASX-200 assets. Then calculate the expected return and risk for the Nikkei-225, S&P/ASX-200, and Dow Jones-30 assets. b) Discuss your results from Part a) with reference to finance theory(ies).