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Analyze the relationship between risk and rate of return, and suggest how you would formulate a portfolio that will minimize risk and maximize rate of return.
Formulate an argument for investment diversification in an investor portfolio.
Address how stocks, bonds, real estate, metals, and global funds may be used in a diversified portfolio. Provide evidence in support of your argument.
Evaluate the concept of the efficient frontier and how you will use it to determine an asset portfolio for a specified investor.
Consider the economic outlook for the next year in order to recommend the ideal portfolio to maximize the rate of return for the short term and long term. Explain the key differences between the short and long term.
Use four (4) external resources to support your work. Note: Wikipedia and other Websites do not qualify as academic resources.
Your assignment must follow these formatting requirements:

Be typed, double spaced, using Times New Roman font (size 12), with one-i

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1. Analyze the relationship between risk and rate of return, and suggest how youwould formulate a portfolio that will minimize the rate of return.Solution:There exist a positive connection between the danger and return i.e. with expansion indanger the rate of return additionally increments. This is on account of the speculator requests ahigher return so as to face a higher danger. The relationship between the danger and return canbe given the assistance of the accompanying graph ReturnRiskThere are two sorts of danger which a financial specialist needs to confront when he putsresources into a stock or a portfolio these are deliberate danger and unsystematic danger.Methodical danger us regular to all stock and is influenced by wide large scale financialcomponents while unsystematic danger are stock particular is influenced by interior elements ofthe organization. A financial specialist's necessity of return relies on both efficient andunsystematic elements. Another component which influences the rate of return is the dangertaking limit of the individual speculators. Case in point a danger unfavorable financial specialistwill require a higher return than a danger cherishing speculator for the same level of expansion indanger. So as to detail a portfolio that minimizes financial specialists required rate of return heought to minimize the unsystematic danger of the portfolio as efficient danger is basic to allstock and can't be lessened. Keeping in mind the
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