Application_Of_Optimal_Portfolio_Key

Application_Of_Optimal_Portfolio_Key - SPY MDY IWM TLT IYR...

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SPY MDY IWM TLT IYR SPY 0.0008885 0.0009985 0.0010730 -0.0001712 0.0008982 MDY 0.0009985 0.0013581 0.0014374 -0.0002620 0.0011006 IWM 0.0010730 0.0014374 0.0017990 -0.0003026 0.0013544 TLT -0.0001712 -0.0002620 -0.0003026 0.0005973 0.0000784 IYR 0.0008982 0.0011006 0.0013544 0.0000784 0.0026530 E(R ) 0.441% 0.731% 0.742% 0.538% 0.934% Std 2.981% 3.685% 4.241% 2.444% 5.151% Portfolio Weights SPY MDY IWM TLT IYR Target Return Variance Std Expected Return 1.000 0.000 0.000 0.000 0.000 0.441% 0.000889 2.981% 0.441% 0.748 0.000 0.000 0.252 0.000 0.465% 0.000470 2.169% 0.465% 0.497 0.000 0.000 0.503 0.000 0.490% 0.000285 1.688% 0.490% 0.356 0.057 0.000 0.587 0.000 0.515% 0.000274 1.656% 0.515% 0.263 0.138 0.000 0.599 0.000 0.539% 0.000277 1.664% 0.539% 0.169 0.219 0.000 0.611 0.000 0.564% 0.000282 1.681% 0.564% 0.076 0.300 0.000 0.624 0.000 0.589% 0.000291 1.706% 0.589% 0.000 0.388 0.000 0.611 0.001 0.613% 0.000304 1.744% 0.613% 0.000 0.371 0.000 0.558 0.072 0.638% 0.000342 1.850% 0.638% 0.000
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Application_Of_Optimal_Portfolio_Key - SPY MDY IWM TLT IYR...

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