MIT18_S096F13_Smltn_TwoAst.pdf - Mean Returns 0.15 0.25 Asset Volatilities 0.20 0.30 Asset Correlation = \u22120.8 0 100 200 300 400 0 \u25cf \u25cf \u25cf \u25cf \u25cf

MIT18_S096F13_Smltn_TwoAst.pdf - Mean Returns 0.15 0.25...

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Mean Returns: 0.15, 0.25 Asset Volatilities: 0.20, 0.30 Asset Correlation = -0.8 Weeks Return 0 100 200 300 400 500 0 1 2 3 -0.05 0.00 0.05 0.10 -0.10 0.00 0.10 Asset 1 Return Asset 2 Return Sample Means: 0.115,0.341 Sample Vols: 0.191,0.291 Sample Corr: -0.784 ●●●●●●●●●●●●●●●●● 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.00 0.10 0.20 0.30 Volatility Return Portfolios of Two Assets Correlation=-0.8 0 0 Mean Returns: 0.15, 0.25 Asset Volatilities: 0.20, 0.30 Asset Correlation = -0.8 Weeks Return 0 100 200 300 400 500 0 1 2 3 1
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