Total Return Index Total Return Index-Assignment 1: PPA: 2020 Direct property sub-sectors PeriodDirect propertyOfficeRetailIndustrialSharesBondsA-REITs90-day Bills (%)Inflation...

everything is given clearly step by step how to do the assignment in the files attached below please just read and follow it. their are a total of 15 steps


Total Return Index Total Return Index-Assignment 1: PPA: 2020 Direct property sub-sectors PeriodDirect propertyOfficeRetailIndustrialSharesBondsA-REITs90-day Bills (%)Inflation Dec-84100100100100100100100100 Dec-8511711811711414410810519.25108 Dec-8613714013413221912914315.10119 Dec-8717217816715720215215111.30127 Dec-8822824121519523816717515.20137 Dec-8926427924823128019017917.55148 Dec-9027328028022923122619512.65158 Dec-912492412992063102812347.61160 Dec-922362093322123023092505.90161 Dec-932351943732184403603254.84164 Dec-942652164242544063363078.15168 Dec-952872294642914833983467.40176 Dec-963102435023295534453975.99179 Dec-973412675453826214984775.07179 Dec-983762915994396935465634.80181 Dec-994133146634988045365355.65185 Dec-004613487445618336036316.20195 Dec-015083818206319176257254.25201 Dec-025564099097108436748104.83208 Dec-0362243510628189776888825.47212 Dec-04705472124291912467591,1655.41218 Dec-057955201425103715018021,3135.63219 Dec-069356211678117618768211,7606.39231 Dec-071,1137991933135921518541,6137.29238 Dec-081,1348221949137712831,0117214.39247 Dec-0911097781955131217919906683.88252 Dec-10121686623291479189710446635.03259 Dec-11135195825891635169711846524.51267 Dec-121478105128181797205012518783.11273 Dec-131614114730721998248312129412.63280 Dec-1417851262340122582627142712232.75285 Dec-1520341449381226312666146113712.34290 Dec-1622731642420229082706149515672.39294 Dec-1725451867463932033010153016571.87299 Dec-1828062126491436632948157017052.16305 Dec-1930162376500040613636161320350.98310 Sheet1 TOTAL RETURN INDEX 2008-2017 YearPropertyREITsStocksBondsCash (%)Questions 20081001001001001) Graph the 2008-2017 performance of property, REITs, stocks and bonds 2009106138150972.132) Calculate the various annual returns for all assets 20101191851861042.963) Calculate the average annual return for each asset for the following period 20111331861911113.19(i) 2017 20121482022111163.16(ii) 2015-2017 20131642192431153.19(iii) 2013-2017 20141822332321203.72 20151972262271243.814) Calculate the average annual return and annual risk for 2009-2017 20162112412281283.415) Construct the inter-asset correlation matrix for these assets 20172252712581363.436) Construct the risk-return diagram for these assets 7) Assess the risk-adjusted performance of each asset using the following measures: (i) Risk to return ratio (ii) Return to risk ratio (iii) Sharpe ratio 8) Calculate the portfolio return and risk for the following mixed-asset portfolios: (i) 60% stocks & 40% bonds (ii) 50% stocks, 30% bonds & 20% property (iii) Determine the 4-asset portfolio composition that gives the highest Sharpe ratio (iv) Determine the 4-asset portfolio composition that provides the lowest investment risk if property and REITs are each upper-bound constrained at 15% 9) Calculate the beta and Treynor ratio for REITs by using stocks as the benchmark 10) Calculate the tracking error and information ratio for REITs by using stocks as the benchmark