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DYNAMIC CHART (6 ASSETS)) - My final copy

DYNAMIC CHART (6 ASSETS)) - My final copy - PORTFOLIO...

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PORTFOLIO OPTIMIZATION ONE PLUS INPUTS EXPECTED STANDARD EXP RATE RETURN DEVIATION {1+E®} ONES Riskless Rate ® 5.00% 0.00% 105.00% S&P 500 12.72% 17.49% 112.72% 100.00% IA Small Stock 15.25% 20.75% 115.25% 100.00% IA All Value 14.55% 16.23% 114.55% 100.00% IA All Growth 14.31% 20.52% 114.31% 100.00% MSCI EAFE 13.97% 25.50% 113.97% 100.00% LB Bond 9.25% 6.34% 109.25% 100.00% CORRELATIONS SPX SmI-cap Value Growth EAFE 6 S&P 500 100.00% 0.58% 0.93% 0.96% 0.56% 0.32% IA Small Stock 0.58% 100.00% 0.72% 0.54% 0.34% 0.11% IA All Value 0.93% 0.72% 100.00% 0.82% 0.55% 0.40% IA All Growth 0.96% 0.54% 0.82% 100.00% 0.52% 0.24% MSCI EAFE 0.56% 0.34% 0.55% 0.52% 100.00% 0.20% LB Bond 0.32% 0.11% 0.40% 0.24% 0.20% 100.00% STANDARD DEVIATION RISKY ASSETS 1 2 3 4 5 6 17.49% 20.75% 16.23% 20.52% 25.50% 6.34% VARIANCES&COVARIANCES 1 2 3 4 5 6 S&P 500 3.06% 0.02% 0.03% 0.03% 0.02% 0.00% IA Small Stock 0.02% 4.31% 0.02% 0.02% 0.02% 0.00% IA All Value 0.03% 0.02% 2.63% 0.03% 0.02% 0.00% IA All Growth 0.03% 0.02% 0.03% 4.21% 0.03% 0.00% MSCI EAFE 0.02% 0.02% 0.02% 0.03% 6.50% 0.00% LB Bond 0.00% 0.00% 0.00% 0.00% 0.00% 0.40% A 376.28 B 417.34 C 463.09 DELTA 80.09 GAMMA 0.04 INDEX S&P 500 17.49% 12.72% IA Small Stock 20.75% 15.25% Input data in Blue cells only. EFFICIENT FRONTIER CURVE EFFICIENT TRADE OFF LINE INDIVIDUA L ASSET STANDARD DEVIATION EXPECTED RETURN EXPECTED RETURN
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IA All Value 16.23% 14.55% IA All Growth 20.52% 14.31% MSCI EAFE 25.50% 13.97% LB Bond 6.34% 9.25% 0 25.00% -0.37% 1 22.61% 0.75% 2 20.24% 1.88% 3 17.88% 3.01% 4 15.56% 4.14% 5 13.27% 5.27% 6 11.06% 6.40% 7 8.97% 7.53% 8 7.11% 8.65% 9 5.71% 9.78% 10 5.16% 10.91% 11 5.71% 12.04% 12 7.11% 13.17% 13 8.97% 14.30% 14 11.06% 15.43% 15 13.27% 16.55% 16 15.56% 17.68% 17 17.88% 18.81% 18 20.24%
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