Tony Bus 172b - Dynamic Charts 3 stocks

Tony Bus 172b - Dynamic Charts 3 stocks - 20.00% 40.00%...

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PORTFOLIO OPTIMIZATION ONE PLUS INPUTS EXPECTED STANDARD EXP RATE RETURN DEVIATION {1+E®} ONES Riskless Rate ® 3.00% 0.00% 103.00% 14.72% 17.49% 114.72% 100.00% IA All Value 14.55% 16.23% 114.55% 100.00% LB Muni 8.65% 6.54% 108.65% 100.00% CORRELATIONS IA All Value LB Muni 100.00% 93.00% 30.00% IA All Value 93.00% 100.00% 22.00% LB Muni 30.00% 22.00% 100.00% STANDARD DEVIATION IA All Value LB Muni 17.49% 16.23% 6.54% IA All Value LB Muni 3.06% 2.64% 0.34% IA All Value 2.64% 2.63% 0.23% LB Muni 0.34% 0.23% 0.43% A 257.85 B 281.03 C 306.44 DELTA 35.63 GAMMA 0.06 INDEX 17.49% 14.72% IA All Value 16.23% 14.55% LB Muni 6.54% 8.65% 0 25.00% -0.01% EFFICIENT FRONTIER CURVE EFFICIENT TRADE OFF LINE INDIVIDUAL ASSET STANDARD DEVIATION EXPECTED RETURN EXPECTED RETURN 0.00% 5.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00% EFFICIENT TRADE O EXPECTED RETURN 1 -40.00% -20.00% 0.00%
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Unformatted text preview: 20.00% 40.00% 60.00% 80.00% 100.00% PORTFOLIO WEIGHT A PORTFOLIO WEIGHTS 1 22.66% 0.89% 2 20.35% 1.79% 3 18.06% 2.69% 4 15.81% 3.59% 5 13.61% 4.49% 6 11.51% 5.39% 7 9.57% 6.29% 8 7.89% 7.19% 9 6.68% 8.09% 10 6.23% 8.99% 11 6.68% 9.89% 12 7.89% 10.79% 13 9.57% 11.69% 14 11.51% 12.59% 15 13.61% 13.49% 16 15.81% 14.39% 17 18.06% 15.29% 18 20.35% 16.19% 19 22.66% 17.09% 20 25.00% 17.99% OPTIMAL COMBINATION 6.68% 9.89% EFFICIENT TRA 0.00% 0.00% 3.00% 100.00% 6.68% 9.89% 200.00% 13.35% 16.77%-18.47% 39.94% 78.53% OPTIMAL COMBINATION OF RISKY ASSETS IN TANGENT PORTFOLIO % 10.00% 15.00% 20.00% 25.00% 30.00% OFF LINE &EFFICIENT FRONTIER CURVE Column E Column F Column G STANDARD DEVIATION 2 3 TS IN AN OPTIMAL (TANGENT) PORTFOLIO Column I ASSET NUMBER...
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Tony Bus 172b - Dynamic Charts 3 stocks - 20.00% 40.00%...

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