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Ch7_2stockportfoliomeanvariance

Ch7_2stockportfoliomeanvariance - Bond Return= R Std Dev =...

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Bond Stock Return= R 0.08 0.13 Std Dev = SD 0.12 0.2 Corr(Bond, Stock)= 0 Portfolio Statistics W(Bond) W(Stock) Rp Vp SDp 1 0 0.08 0.01 0.12 0.98 0.03 0.08 0.01 0.12 0.95 0.05 0.08 0.01 0.11 0.93 0.08 0.08 0.01 0.11 0.9 0.1 0.09 0.01 0.11 0.88 0.13 0.09 0.01 0.11 0.85 0.15 0.09 0.01 0.11 0.83 0.18 0.09 0.01 0.11 0.8 0.2 0.09 0.01 0.1 0.78 0.23 0.09 0.01 0.1 0.75 0.25 0.09 0.01 0.1 0.73 0.28 0.09 0.01 0.1 0.7 0.3 0.1 0.01 0.1 0.68 0.33 0.1 0.01 0.1 0.65 0.35 0.1 0.01 0.1 0.63 0.38 0.1 0.01 0.11 0.6 0.4 0.1 0.01 0.11 0.58 0.43 0.1 0.01 0.11 0.55 0.45 0.1 0.01 0.11 0.53 0.48 0.1 0.01 0.11 0.5 0.5 0.11 0.01 0.12 0.48 0.53 0.11 0.01 0.12 0.45 0.55 0.11 0.02 0.12 0.43 0.58 0.11 0.02 0.13 0.4 0.6 0.11 0.02 0.13 0.38 0.63 0.11 0.02 0.13 0.35 0.65 0.11 0.02 0.14 0.33 0.68 0.11 0.02 0.14 0.3 0.7 0.12 0.02 0.14 0.28 0.73 0.12 0.02 0.15 0.25 0.75 0.12 0.02 0.15 0.23 0.78 0.12 0.02 0.16 0.2 0.8 0.12 0.03 0.16 0.18 0.83 0.12 0.03 0.17 0.15 0.85 0.12 0.03 0.17 0.13 0.88 0.12 0.03 0.18 0.1 0.9 0.13 0.03 0.18 0.07 0.93 0.13 0.03 0.19 0.05 0.95 0.13 0.04 0.19 0.02 0.98 0.13 0.04 0.2 0 1 0.13 0.04 0.2 0.08 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1 0.11 0.12 0.13 0.14 Portfolio Mean Return
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8 0.1 0.12 0.14 0.16 0.18 0.2 0.22 Portfolio Choice Set Portfolio Standard Deviation
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Bond Stock Return= R 0.08 0.13 Std Dev = SD 0.12 0.2 Corr(Bond, Stock)= 0 Portfolio Statistics W(Bond) W(Stock)
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