MarkowitzPortfolioOptimizer - 0.710 France 0.400 1.000...

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MARKOWITZ PORTFOLIO OPTIMIZER Asset Return Std Dev Weight R(p) 10.614 Canada 12.000 6.140 18.917% Rf 4.000 France 6.000 7.730 0.000% Germany 7.000 6.620 0.000% Var(p) 16.948 Japan 8.000 6.440 10.044% Switzerland 9.000 5.900 13.682% Std Dev(p) 4.117 U.K. 10.000 6.400 0.000% U.S. 11.000 4.600 57.357% Sharpe(p) 1.607 Sum W(i) 100.000% Canada France Germany Japan Switzerland U.K. U.S. Canada 1.000 0.400 0.270 0.220 0.200 0.600
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Unformatted text preview: 0.710 France 0.400 1.000 0.610 0.430 0.200 0.480 0.410 Germany 0.270 0.610 1.000 0.370 0.200 0.440 0.300 Japan 0.220 0.430 0.370 1.000 0.200 0.350 0.200 Switzerland 0.200 0.200 0.200 0.200 1.000 0.450 0.380 U.K. 0.600 0.480 0.440 0.350 0.450 1.000 0.530 U.S. 0.710 0.410 0.300 0.200 0.380 0.530 1.000...
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