Not Holden - Mean-Stand Dev Diagram

Not Holden - Mean-Stand Dev Diagram - 3.60% 100.00% 0.00%...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
X Y E(r ) 10% 20% 7% 10% 0.0049 0.0100 rho -1 Covar -0.01 wx wy E(rp) sigma(rp) 0.00% 100.00% 20.00% 10.00% 20.00% 80.00% 18.00% 6.60% 40.00% 60.00% 16.00% 3.20% 50.00% 50.00% 15.00% 1.50% 58.82% 41.18% 14.12% 0.00% 80.00% 20.00% 12.00%
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 3.60% 100.00% 0.00% 10.00% 7.00% σ (r ) σ 2 (r ) 0% 2% 4% 6% 8% 10% 12% 0% 5% 10% 15% 20% 25% Mean-standard deviation diagram Standard deviation Expected return...
View Full Document

This note was uploaded on 03/09/2008 for the course FINC 777 taught by Professor Spindt during the Spring '08 term at Tulane.

Page1 / 2

Not Holden - Mean-Stand Dev Diagram - 3.60% 100.00% 0.00%...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online