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Copy of DYNAMIC CHART 1.1

Copy of DYNAMIC CHART 1.1 - PORTFOLIO OPTIMIZATION INPUTS...

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PORTFOLIO OPTIMIZATION ONE PLUS INPUTS EXPECTED EXP RATE RETURN {1+E®} Riskless Rate ® 3.60% 18 Risky Asset 1 8.00% 40 Risky Asset 2 9.00% 45 Risky Asset 3 10.00% 50 Risky Asset 4 11.00% 55 Risky Asset5 12.00% 60 CORRELATIONS 1 2 3 4 1 100.00% -90.00% 0.00% 0.00% 2 -90.00% 100.00% 0.00% 0.00% 3 0.00% 0.00% 100.00% 0.00% 4 0.00% 0.00% 0.00% 100.00% 5 0.00% 0.00% 0.00% 0.00% STANDARD DEVIATIONS 1 2 3 4 20.00% 20.00% 20.00% 20.00% VARIANCES AND COVARIANCES 1 2 3 4 1 4.00% -3.60% 0.00% 0.00% 2 -3.60% 4.00% 0.00% 0.00% 3 0.00% 0.00% 4.00% 0.00% 4 0.00% 0.00% 0.00% 4.00% 5 0.00% 0.00% 0.00% 0.00%
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OUTPUT 575.00 625.75 681.03 EFFICIENT 26.69 FRONTIER 0.03 CURVE STANDARD EXPECTED INDEX DEVIATION RETURN RISKY ASSET 1 20.00% RISKY ASSET2 20.00% RISKY ASSET3 20.00% RISKY ASSET4 20.00% RISKY ASSET5 20.00% TRADE-OFF CURVE 0 25.00% 3.52% TRADE-OFF CURVE 1 22.57% 4.05% TRADE-OFF CURVE 2 20.16% 4.58% TRADE-OFF CURVE 3 17.75% 5.11% TRADE-OFF CURVE 4 15.37% 5.64% TRADE-OFF CURVE 5 13.01% 6.17% TRADE-OFF CURVE 6 10.71% 6.70% TRADE-OFF CURVE 7 8.49% 7.23% TRADE-OFF CURVE 8 6.46% 7.76% TRADE-OFF CURVE 9 4.84% 8.30% TRADE-OFF CURVE 10 4.17% 8.83% TRADE-OFF CURVE 11 4.84% 9.36% TRADE-OFF CURVE 12 6.46% 9.89% TRADE-OFF CURVE 13 8.49% 10.42% TRADE-OFF CURVE 14 10.71% 10.95% TRADE-OFF CURVE 15 13.01% 11.48% TRADE-OFF CURVE 16 15.37% 12.01% TRADE-OFF CURVE 17 17.75% 12.54% TRADE-OFF CURVE 18 20.16% 13.07% TRADE-OFF CURVE 19 22.57% 13.61% TRADE-OFF CURVE 20 25.00% 14.14% OPTIMAL COMBINATION
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