Table 4: Comparison of medium risk portfolios under five scenarios (1972–2009).

Portfolio performance for medium risk category
(8% investment yield)

Scenario:12345
Investment yield7.1%8%8%8%8%
Risk (std deviation)9.3%9.5%8.1%7.5%7.6%
Coef. of variation1.311.191.020.930.95
Portfolio weights:
T-Bills
Long bonds55.1%44.9%19.9%14.4%
F-REIT100.0%38.6%51.2%
Gold17.3%7.4%
REITs10.9%14.3%11.3%9.8%
Stocks33.9%