Table 5: Comparison of high-risk portfolios under five scenarios (1972–2009).

Portfolio performance for high-risk category
(10% investment yield)

Scenario:12345
Investment yieldn/a10%10%10%10%
Risk (std deviation)n/a19.3%16.8%16.8%18.1%
Coef. of variationn/a1.931.681.681.81
Portfolio weights:
T-Billsn/a
Long bondsn/a8.8%
F-REITn/a25.8%
Goldn/a27.6%27.6%
REITsn/a24.9%19.5%19.5%11.4%
Stocksn/a51.3%