portfolio_example - Weight A Std Dev Exp Return Exp Ret St...

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Unformatted text preview: Weight A Std Dev Exp Return Exp Ret St Dev Corr-3 42.72-14 A 10 5-2.99 42.61-13.94 B 4 10-2.98 42.5-13.88-2.97 42.39-13.82-2.96 42.28-13.76-2.95 42.16-13.7-2.94 42.05-13.64-2.93 41.94-13.58-2.92 41.83-13.52-2.91 41.72-13.46-2.9 41.61-13.4-2.89 41.5-13.34-2.88 41.39-13.28-2.87 41.27-13.22-2.86 41.16-13.16-2.85 41.05-13.1-2.84 40.94-13.04-2.83 40.83-12.98-2.82 40.72-12.92-2.81 40.61-12.86-2.8 40.5-12.8-2.79 40.39-12.74-2.78 40.27-12.68-2.77 40.16-12.62-2.76 40.05-12.56-2.75 39.94-12.5-2.74 39.83-12.44-2.73 39.72-12.38-2.72 39.61-12.32-2.71 39.5-12.26-2.7 39.39-12.2-2.69 39.27-12.14-2.68 39.16-12.08-2.67 39.05-12.02-2.66 38.94-11.96-2.65 38.83-11.9-2.64 38.72-11.84-2.63 38.61-11.78-2.62 38.5-11.72-2.61 38.39-11.66-2.6 38.28-11.6-2.59 38.16-11.54-2.58 38.05-11.48-2.57 37.94-11.42-2.56 37.83-11.36-2.55 37.72-11.3-2.54 37.61-11.24-2.53 37.5-11.18-2.52 37.39-11.12-2.51 37.28-11.06-2.5 37.17-11-2.49 37.05-10.94 5 10 15 20-20-15-10-5 5 10 15 20 25 StDev and E Standar Expected return-2.48 36.94-10.88-2.47 36.83-10.82-2.46 36.72-10.76-2.45 36.61-10.7-2.44 36.5-10.64-2.43 36.39-10.58-2.42 36.28-10.52-2.41 36.17-10.46-2.4 36.06-10.4-2.39 35.94-10.34-2.38 35.83-10.28-2.37 35.72-10.22-2.36 35.61-10.16-2.35 35.5-10.1-2.34 35.39-10.04-2.33 35.28-9.98-2.32 35.17-9.92-2.31 35.06-9.86-2.3 34.95-9.8-2.29 34.84-9.74-2.28 34.72-9.68-2.27 34.61-9.62-2.26 34.5-9.56-2.25 34.39-9.5-2.24 34.28-9.44-2.23 34.17-9.38-2.22 34.06-9.32-2.21 33.95-9.26-2.2 33.84-9.2-2.19 33.73-9.14-2.18 33.62-9.08-2.17 33.51-9.02-2.16 33.39-8.96-2.15 33.28-8.9-2.14 33.17-8.84-2.13 33.06-8.78-2.12 32.95-8.72-2.11 32.84-8.66-2.1 32.73-8.6-2.09 32.62-8.54-2.08 32.51-8.48-2.07 32.4-8.42-2.06 32.29-8.36-2.05 32.18-8.3-2.04 32.07-8.24-2.03 31.95-8.18-2.02 31.84-8.12-2.01 31.73-8.06-2 31.62-8-1.99 31.51-7.94-1.98 31.4-7.88-1.97 31.29-7.82-1.96 31.18-7.76-1.95 31.07-7.7-1.94 30.96-7.64-1.93 30.85-7.58-1.92 30.74-7.52-1.91 30.63-7.46-1.9 30.52-7.4-1.89 30.41-7.34-1.88 30.3-7.28-1.87 30.18-7.22-1.86 30.07-7.16-1.85 29.96-7.1-1.84 29.85-7.04-1.83 29.74-6.98-1.82 29.63-6.92-1.81 29.52-6.86-1.8 29.41-6.8-1.79 29.3-6.74-1.78 29.19-6.68-1.77 29.08-6.62-1.76 28.97-6.56-1.75 28.86-6.5-1.74 28.75-6.44-1.73 28.64-6.38-1.72 28.53-6.32-1.71 28.42-6.26-1.7 28.31-6.2-1.69 28.2-6.14-1.68 28.09-6.08-1.67 27.98-6.02-1.66 27.86-5.96-1.65 27.75-5.9-1.64 27.64-5.84-1.63 27.53-5.78-1.62 27.42-5.72-1.61 27.31-5.66-1.6 27.2-5.6-1.59 27.09-5.54-1.58 26.98-5.48-1.57 26.87-5.42-1.56 26.76-5.36-1.55 26.65-5.3-1.54 26.54-5.24-1.53 26.43-5.18-1.52 26.32-5.12-1.51 26.21-5.06-1.5 26.1-5-1.49 25.99-4.94-1.48 25.88-4.88-1.47 25.77-4.82-1.46 25.66-4.76-1.45 25.55-4.7-1.44 25.44-4.64-1.43 25.33-4.58-1.42 25.22-4.52-1.41 25.11-4.46-1.4 25-4.4-1.39 24.89-4.34-1.38 24.78-4.28-1.37 24.67-4.22-1.36 24.56-4.16-1.35 24.45-4.1-1.34 24.34-4.04-1.33 24.23-3.98-1.32 24.12-3.92-1.31 24.01-3.86-1.3 23.9-3.8-1.29 23.79-3.74-1.28 23.68-3.68-1.27 23.57-3.62-1.26 23.46-3.56-1.25 23.35-3.5-1.24 23.24-3.44-1.23 23.13-3.38-1.22 23.02-3.32-1.21 22.91-3.26-1.2 22.822....
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This note was uploaded on 01/18/2011 for the course FIN Fin511 taught by Professor Chen,w during the Spring '10 term at University of Illinois, Urbana Champaign.

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portfolio_example - Weight A Std Dev Exp Return Exp Ret St...

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