Copy of Portfolio Optimization TenAssets

Copy of Portfolio Optimization TenAssets - PORTFOLIO...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Five Assets One plus Inputs Expected Standard Exp Ret Return Deviation Ones Riskless Rate (r) 0.0% 0.0% 100.0% Risky Asset 1 0.0% 0.0% 100.0% 100.0% Risky Asset 2 0.0% 0.0% 100.0% 100.0% Risky Asset 3 0.0% 0.0% 100.0% 100.0% Risky Asset 4 0.0% 0.0% 100.0% 100.0% Risky Asset 5 0.0% 0.0% 100.0% 100.0% Risky Asset 6 0.0% 0.0% 100.0% 100.0% Risky Asset 7 0.0% 0.0% 100.0% 100.0% Risky Asset 8 0.0% 0.0% 100.0% 100.0% Risky Asset 9 0.0% 0.0% 100.0% 100.0% Risky Asset 10 0.0% 0.0% 100.0% 100.0% Risky Asset 11 0.0% 0.0% 100.0% 100.0% Correlations 1 2 3 4 5 6 7 8 9 10 11 1 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 2 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 3 0.0% 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 4 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 5 0.0% 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 6 0.0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 0.0% 7 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0% 0.0% 0.0% 0.0% 8 0.0% 0.0% 0.0% 0.0%
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

This document was uploaded on 10/26/2011 for the course FIN 401 at Miami University.

Ask a homework question - tutors are online