a complete the analysis of the data that has been provided as detailed

A. Complete the analysis of the data that has been provided as detailed on pp.5-6 of the case
Building the Client Presentation. This will involve you performing the following:
1. Calculate stock market returns for the different countries, in both the local currency
and in USD and the standard deviations of the average monthly returns.
2. Calculate the correlation coefficients between the different stock markets
3. Measure the performance of foreign equities relative to U.S. equities (based on EAFE
and EM indices and the S&P 500 index
4. Decompose the relative performance of foreign equities into local equity returns and
currency returns
5. Construct portfolios with different mixes of foreign and U.S. equities and identify
efficient portfolios
B. Interpret your analysis of the data.

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