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Unformatted text preview: WMT YHOO Coeff Var 4.275242 7.131634 3.188671 11.87583-514.703 4.693374 2. The stocks with the worst coefficients of variation are Wal-Mart and Caterpillar. 3, 4, 5, 6. The solutions for questions 3 through 6 are shown on the Portfolios worksheet. Equal Optimum Min Var Return 0.021756 0.016941 0.0138733 Std Dev 0.073177 0.029721 0.0268968 Coeff Var 3.363562 1.754401 1.9387522 7. The results are obtained by subtracting the results for the equally weighted portfolio from those of the optimal and minimum-variance portfolios. Optimally weighted Minimum Variance Increase (Reduction) relative to Equally-wtd portfolio Return-0.00481-0.0078826 Std. Dev-0.04346-0.0462803 Coeff Var-1.60916-1.4248099...
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This note was uploaded on 12/28/2009 for the course FEWEB CORPFIN taught by Professor Dorsman during the Spring '09 term at Vrije Universiteit Amsterdam.
- Spring '09