PortfolioReturnStdDeviation - 742.54 0.04 0.96 24.4 793.22...

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Stock A Stock B Wa Wb E(ReturnP) Var (ReturnP) E (Return) 10 25 1 0 10 400 Std. Dev 20 30 0.98 0.02 10.3 365.7 correlation -0.8 0.96 0.04 10.6 333.22 0.94 0.06 10.9 302.54 0.92 0.08 11.2 273.66 0.9 0.1 11.5 246.6 0.88 0.12 11.8 221.34 0.86 0.14 12.1 197.9 0.84 0.16 12.4 176.26 0.82 0.18 12.7 156.42 0.8 0.2 13 138.4 0.78 0.22 13.3 122.18 0.76 0.24 13.6 107.78 0.74 0.26 13.9 95.18 0.72 0.28 14.2 84.38 0.7 0.3 14.5 75.4 0.68 0.32 14.8 68.22 0.66 0.34 15.1 62.86 0.64 0.36 15.4 59.3 0.62 0.38 15.7 57.54 0.6 0.4 16 57.6 0.58 0.42 16.3 59.46 0.56 0.44 16.6 63.14 0.54 0.46 16.9 68.62 0.52 0.48 17.2 75.9 0.5 0.5 17.5 85 0.48 0.52 17.8 95.9 0.46 0.54 18.1 108.62 0.44 0.56 18.4 123.14 0.42 0.58 18.7 139.46 0.4 0.6 19 157.6 0.38 0.62 19.3 177.54 0.36 0.64 19.6 199.3 0.34 0.66 19.9 222.86 0.32 0.68 20.2 248.22 0.3 0.7 20.5 275.4 0.28 0.72 20.8 304.38 0.26 0.74 21.1 335.18 0.24 0.76 21.4 367.78 0.22 0.78 21.7 402.18 0.2 0.8 22 438.4 0.18 0.82 22.3 476.42 0.16 0.84 22.6 516.26 0.14 0.86 22.9 557.9 0.12 0.88 23.2 601.34 0.1 0.9 23.5 646.6 0.08 0.92 23.8 693.66 0.06 0.94 24.1
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Unformatted text preview: 742.54 0.04 0.96 24.4 793.22 0.02 0.98 24.7 845.7 1 25 900 Std(ReturnP) E(ReturnP) 20 10 19.12 10.3 18.25 10.6 17.39 10.9 16.54 11.2 15.7 11.5 14.88 11.8 14.07 12.1 13.28 12.4 12.51 12.7 11.76 13 11.05 13.3 10.38 13.6 9.76 13.9 9.19 14.2 8.68 14.5 8.26 14.8 7.93 15.1 7.7 15.4 7.59 15.7 7.59 16 7.71 16.3 7.95 16.6 8.28 16.9 8.71 17.2 9.22 17.5 9.79 17.8 10.42 18.1 11.1 18.4 11.81 18.7 12.55 19 13.32 19.3 14.12 19.6 14.93 19.9 15.76 20.2 16.6 20.5 17.45 20.8 18.31 21.1 19.18 21.4 20.05 21.7 20.94 22 21.83 22.3 22.72 22.6 23.62 22.9 24.52 23.2 25.43 23.5 26.34 23.8 27.25 24.1 28.16 24.4 5 10 15 20 25 30 35 5 10 15 20 25 30 Co 29.08 24.7 30 25 olumn K...
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This note was uploaded on 03/16/2010 for the course FINANCE 30 taught by Professor Johnputhenpurackal during the Spring '10 term at University of Nevada, Las Vegas.

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PortfolioReturnStdDeviation - 742.54 0.04 0.96 24.4 793.22...

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