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HW2 - Daniel Shriver Homework 2 Sec1 0.08 0.05 W1 1 0.75...

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Unformatted text preview: Daniel Shriver Homework # 2 Sec1 0.08 0.05 W1 1 0.75 0.25 0 1 0.75 0.25 0 1 0.75 0.25 0 1 0.75 0.25 0 1 0.75 0.25 0 1 0.75 0.25 0 0.09 0.08 0.07 0.06 0.05 0.04 0.03 0.02 0.01 0 0.000 0.010 0.020 0.030 0.040 0.050 0.060 ExpRet StDev Sec2 0.04 0.02 W2 0 0.25 0.75 1 0 0.25 0.75 1 0 0.25 0.75 1 0 0.25 0.75 1 0 0.25 0.75 1 0 0.25 0.75 1 Rho 0.86 0.86 0.86 0.86 0 0 0 0 1 1 1 1 ­1 ­1 ­1 ­1 0.39 0.39 0.39 0.39 ­0.11 ­0.11 ­0.11 ­0.11 StDev 0.05 0.04 0.03 0.02 0.05 0.04 0.02 0.02 0.05 0.04 0.03 0.02 0.05 0.03 0 0.02 0.05 0.04 0.02 0.02 0.05 0.04 0.02 0.02 ExpRet 0.08 0.07 0.05 0.04 0.08 0.07 0.05 0.04 0.08 0.07 0.05 0.04 0.08 0.07 0.05 0.04 0.08 0.07 0.05 0.04 0.08 0.07 0.05 0.04 0.02 0.01 0 0.000 0.010 0.020 0.030 0.040 0.050 0.060 0.060 0.060 12 10 8 6 4 2 0 0 2 4 6 8 Column E 4 6 8 10 12 ...
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