DYNAMIC CHART (6 ASSETS))

DYNAMIC CHART (6 ASSETS)) - PORTFOLIO OPTIMIZATION ONE PLUS...

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Unformatted text preview: PORTFOLIO OPTIMIZATION ONE PLUS INPUTS EXPECTED STANDARD EXP RATE RETURN DEVIATION {1+E} ONES Riskless Rate 5.02% 0.00% 105.02% IA Small Stock 15.25% 20.75% 115.25% 100.00% S&P 500 14.72% 17.49% 114.72% 100.00% IA All value 14.55% 16.23% 114.55% 100.00% IA Monthly Convertible Bond 11.81% 12.96% 111.81% 100.00% LB Aggregate Bond 9.25% 6.34% 109.25% 100.00% LB Hi Yield 10.76% 13.51% 110.76% 100.00% CORRELATIONS 1 2 3 4 5 1 100.00% 58.00% 72.00% 74.00% 11.00% 2 58.00% 100.00% 93.00% 82.00% 32.00% 3 72.00% 93.00% 100.00% 79.00% 40.00% 4 74.00% 82.00% 79.00% 100.00% 24.00% 5 11.00% 32.00% 40.00% 24.00% 100.00% 6 79.00% 59.00% 68.00% 67.00% 40.00% STANDARD DEVIATION RISKY ASSETS 1 2 3 4 5 20.75% 17.49% 16.23% 12.96% 6.34% VARIANCES&COVARIANCES 1 2 3 4 5 1 4.31% 2.10% 2.42% 1.99% 0.14% 2 2.10% 3.06% 2.64% 1.86% 0.35% 3 2.42% 2.64% 2.63% 1.66% 0.41% 4 1.99% 1.86% 1.66% 1.68% 0.20% 5 0.14% 0.35% 0.41% 0.20% 0.40% 6 2.21% 1.39% 1.49% 1.17% 0.34% A 312.93 B 342.25 C 374.55 DELTA 100.77 GAMMA 0.06 Input data in Blue cells only....
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DYNAMIC CHART (6 ASSETS)) - PORTFOLIO OPTIMIZATION ONE PLUS...

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