Correlation_Graphs__Std_Dev_

Correlation_Graphs__Std_Dev_ - Risky Asset 1 Correl Exp Ret...

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Risky Risk-free Asset 1 Asset 2 Portfolio Correl Zero Exp Ret 12.00% 5.00% Var 1.00% 0.00% Std Dev 10.00% 0.00% Std Dev Return Weights -100.00% 200.00% 10.00% -2.00% -95.00% 195.00% 9.50% -1.65% -90.00% 190.00% 9.00% -1.30% -85.00% 185.00% 8.50% -0.95% -80.00% 180.00% 8.00% -0.60% -75.00% 175.00% 7.50% -0.25% -70.00% 170.00% 7.00% 0.10% -65.00% 165.00% 6.50% 0.45% -60.00% 160.00% 6.00% 0.80% -55.00% 155.00% 5.50% 1.15% -50.00% 150.00% 5.00% 1.50% -45.00% 145.00% 4.50% 1.85% -40.00% 140.00% 4.00% 2.20% -35.00% 135.00% 3.50% 2.55% -30.00% 130.00% 3.00% 2.90% -25.00% 125.00% 2.50% 3.25% -20.00% 120.00% 2.00% 3.60% -15.00% 115.00% 1.50% 3.95% -10.00% 110.00% 1.00% 4.30% -5.00% 105.00% 0.50% 4.65% 0.00% 100.00% 0.00% 5.00% 5.00% 95.00% 0.50% 5.35% 10.00% 90.00% 1.00% 5.70% 15.00% 85.00% 1.50% 6.05% 20.00% 80.00% 2.00% 6.40% 25.00% 75.00% 2.50% 6.75% 30.00% 70.00% 3.00% 7.10% 35.00% 65.00% 3.50% 7.45% 40.00% 60.00% 4.00% 7.80% 45.00% 55.00% 4.50% 8.15% 50.00% 50.00% 5.00% 8.50% 55.00% 45.00% 5.50% 8.85% 60.00% 40.00% 6.00% 9.20% 65.00% 35.00% 6.50% 9.55% 70.00% 30.00% 7.00% 9.90% 75.00% 25.00% 7.50% 10.25% 80.00% 20.00% 8.00% 10.60% 85.00% 15.00% 8.50% 10.95% 90.00% 10.00% 9.00% 11.30% 95.00% 5.00% 9.50% 11.65% 100.00% 0.00% 10.00% 12.00% 105.00% -5.00% 10.50% 12.35% 110.00% -10.00% 11.00% 12.70% 115.00% -15.00% 11.50% 13.05% 120.00% -20.00% 12.00% 13.40% 125.00% -25.00% 12.50% 13.75% 130.00% -30.00% 13.00% 14.10% 135.00% -35.00% 13.50% 14.45% 140.00% -40.00% 14.00% 14.80% 145.00% -45.00% 14.50% 15.15% 150.00% -50.00% 15.00% 15.50% 155.00% -55.00% 15.50% 15.85% 160.00% -60.00% 16.00% 16.20% 165.00% -65.00% 16.50% 16.55% 170.00% -70.00% 17.00% 16.90% 175.00% -75.00% 17.50% 17.25% 180.00% -80.00% 18.00% 17.60% 185.00% -85.00% 18.50% 17.95% 190.00% -90.00% 19.00% 18.30% 195.00% -95.00% 19.50% 18.65% 200.00% -100.00% 20.00% 19.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% Opportunity Set Zero
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Risky Risky Asset 1 Asset 2 Portfolio Correl Positive 1 Exp Ret 15.00% 7.50% Var 3.24% 0.81% Std Dev 18.00% 9.00% Std Dev Return Weights -100.00% 200.00% 0.00% 0.00% -95.00% 195.00% 0.45% 0.38% -90.00% 190.00% 0.90% 0.75% -85.00% 185.00% 1.35% 1.13% -80.00% 180.00% 1.80% 1.50% -75.00% 175.00% 2.25% 1.88% -70.00% 170.00% 2.70% 2.25% -65.00% 165.00% 3.15% 2.63% -60.00% 160.00% 3.60% 3.00% -55.00% 155.00% 4.05% 3.38% -50.00% 150.00% 4.50% 3.75% -45.00% 145.00% 4.95% 4.13% -40.00% 140.00% 5.40% 4.50% -35.00% 135.00% 5.85% 4.88% -30.00% 130.00% 6.30% 5.25% -25.00% 125.00% 6.75% 5.63% -20.00% 120.00% 7.20% 6.00% -15.00% 115.00% 7.65% 6.38% -10.00% 110.00% 8.10% 6.75% -5.00% 105.00% 8.55% 7.13% 0.00% 100.00% 9.00% 7.50% 5.00% 95.00% 9.45% 7.88% 10.00% 90.00% 9.90% 8.25% 15.00% 85.00% 10.35% 8.63% 20.00% 80.00% 10.80% 9.00% 25.00% 75.00% 11.25% 9.38% 30.00% 70.00% 11.70% 9.75% 35.00% 65.00% 12.15% 10.13% 40.00% 60.00% 12.60% 10.50%
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This note was uploaded on 11/21/2011 for the course FIN 3134 taught by Professor Ddklock during the Spring '08 term at Virginia Tech.

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Correlation_Graphs__Std_Dev_ - Risky Asset 1 Correl Exp Ret...

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