Portfolio - 0.0 Stock 2 0.0 0.0 Stock 3 0.0 0.0 0.0 Stock 4...

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Portfolio of 2 Stocks INTEL MOTOROLA GM GILLETTE Variance-Covariance Matrix INTEL 0.01 MOTOROLA 0 0.01 GM 0 0 0 GILLETTE 0 0 0 0 Expected Returns 0.05 0.02 0.02 0.02 Weights 0.25 0.25 0.25 0.25 Portfolio Return Expected Value 0.03 Variance 0.0016 Standard Deviation 0.0400
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Matrix 0.01 0
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Matrix Expected Weights 0 0 0.25 0.01 0 0.25
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Portfolio of 3 Stocks Stock 1 Stock 2 Stock 3 Variance-Covariance Matrix Stock 1 0 Stock 2 0 0 Stock 3 0 0 0 Expected Returns 0 0 0 Weights 0 0 0 Portfolio Return Expected Value 0 Variance 0 Standard Deviation 0.0000
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Matrix Matrix Matrix 0 0 0 0 0 0 0 0 0
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Expected Weights 0 0 0 0 0.00 0
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Portfolio of 4 Stocks Stock 1 Stock 2 Stock 3 Stock 4 Variance-Covariance Matrix Stock 1
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Unformatted text preview: 0.0 Stock 2 0.0 0.0 Stock 3 0.0 0.0 0.0 Stock 4 0.0 0.0 0.0 0.0 Expected Returns 0.0 0.0 0.0 0.0 Weights 0.00 0.00 0.00 0.00 Portfolio Return Expected Value 0.0000 Variance 0.0000 Standard Deviation 0.0000 Matrix Matrix Matrix 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 Matrix Expected Weights 0.0000 0.0000 0.00 0.0000 0.0000 0.00 0.0000 0.0000 0.00 0.0000 0.0000 0.00...
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This note was uploaded on 06/06/2011 for the course ADMS 2320 taught by Professor Rochon during the Spring '08 term at York University.

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Portfolio - 0.0 Stock 2 0.0 0.0 Stock 3 0.0 0.0 0.0 Stock 4...

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