CAPMComputation - Asset A Expected Return Std Dev Variance...

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Asset A Expected Return 10% % Asset A STDEV EXP Return Std Dev 10% -55% 30.38% 17.8% Variance 0.01 -54% 30.19% 17.7% -53% 29.99% 17.7% Asset B -52% 29.80% 17.6% Expected Return 15% -51% 29.60% 17.6% Std Dev 20% -50% 29.41% 17.5% Variance 0.04 -49% 29.22% 17.5% -48% 29.02% 17.4% Risk Free 7% -47% 28.83% 17.4% Std Dev 0% -46% 28.64% 17.3% Variance 0% -45% 28.44% 17.3% -44% 28.25% 17.2% -43% 28.06% 17.2% Correlation 20% -42% 27.87% 17.1% Covariance 0.004 -41% 27.67% 17.1% -40% 27.48% 17.0% Market Portfolio -39% 27.29% 17.0% Expected Return 12.3% -38% 27.10% 16.9% Std Dev 11% -37% 26.91% 16.9% Variance 0.01 -36% 26.71% 16.8% -35% 26.52% 16.8% Covariane 0 -34% 26.33% 16.7% -33% 26.14% 16.7% -32% 25.95% 16.6% -31% 25.76% 16.6% -30% 25.57% 16.5% -29% 25.38% 16.5% -28% 25.19% 16.4% -27% 25.00% 16.4% -26% 24.81% 16.3% -25% 24.62% 16.3% -24% 24.43% 16.2% -23% 24.24% 16.2% -22% 24.06% 16.1% -21% 23.87% 16.1% -20% 23.68% 16.0% -19% 23.49% 16.0% -18% 23.31% 15.9% -17% 23.12% 15.9% -16% 22.93% 15.8% -15% 22.75% 15.8% -14% 22.56% 15.7% -13% 22.38% 15.7% -12% 22.19% 15.6% -11% 22.01% 15.6% -10% 21.82% 15.5% -9% 21.64% 15.5% -8% 21.45% 15.4% -7% 21.27% 15.4% -6% 21.09% 15.3% -5% 20.91% 15.3% -4% 20.72% 15.2% -3% 20.54% 15.2% -2% 20.36% 15.1% 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0 0.02 0.04 0.06 0.08 0.1 0.12 0.14 0.16 0.18 0.2 Std Dev Exp Return
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-1% 20.18% 15.1% 0% 20.00% 15.0% 1% 19.82% 15.0% 2% 19.64% 14.9% 3% 19.46% 14.9% 4% 19.28% 14.8% 5% 19.11% 14.8% 6% 18.93% 14.7% 7% 18.75% 14.7% 8% 18.58% 14.6% 9% 18.40% 14.6% 10% 18.23% 14.5% 11% 18.05% 14.5% 12% 17.88% 14.4% 13% 17.71% 14.4% 14% 17.53% 14.3% 15% 17.36% 14.3% 16% 17.19% 14.2% 17% 17.02% 14.2% 18% 16.85% 14.1% 19% 16.68% 14.1% 20% 16.52% 14.0% 21% 16.35% 14.0% 22% 16.18% 13.9% 23% 16.02% 13.9% 24% 15.86% 13.8% 25% 15.69% 13.8% 26% 15.53% 13.7% 27% 15.37% 13.7% 28% 15.21% 13.6% 29% 15.05% 13.6% 30% 14.89% 13.5% 31% 14.74% 13.5% 32% 14.58% 13.4% 33% 14.43% 13.4% 34% 14.27% 13.3% 35% 14.12% 13.3% 36% 13.97% 13.2% 37% 13.82% 13.2% 38% 13.68% 13.1% 39% 13.53% 13.1% 40% 13.39% 13.0% 41% 13.24% 13.0% 42% 13.10% 12.9% 43% 12.96% 12.9% 44% 12.83% 12.8% 45% 12.69% 12.8% 46% 12.56% 12.7% 47% 12.42% 12.7% 48% 12.30% 12.6% 49% 12.17% 12.6% 50% 12.04% 12.5% 51% 11.92% 12.5% 52% 11.80% 12.4% 53% 11.68% 12.4% 54% 11.56% 12.3% 55% 11.45% 12.3%
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56% 11.34% 12.2% 57% 11.23% 12.2% 58% 11.12% 12.1% 59% 11.02% 12.1% 60% 10.92% 12.0% 61% 10.82% 12.0%
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