Case 2 - Chapter 11 - Retirement Investing %281%29

Case 2 - Chapter 11 - Retirement Investing %281%29 - Name...

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US Treasury Bill Name 10-year annual return Fee Fee adjusted average Standard Deviation Risk-free Average Sharpe Ratio Bledsoe S&P 500 Index F 10.15% 0.15 10% 23.85% 3.70% 26.42% Bledsoe Small Cap Fund 14.83% 1.7 13% 29.62% 3.70% 31.84% Bledsoe Large Company 11.05% 1.5 10% 26.73% 3.70% 22.00% Question 4 Bledsoe Bond Fund 8.15% 1.4 7% 10.34% 3.70% 29.50% Company Stock 15.00% 0 15% 65.00% 3.70% 17.38% correl (large stock, bond fund) 0.16 weight large 20% weight bond 80% return port 7.316% Question 5 var port 1.1116% st dev port 10.543% Weight of stock fund Standard Deviation Portfolio E ( R ) Sharpe Ratio 0% 10.34% Err:504 Err:504 5% 10.12% Err:504 Err:504 10% 10.08% Err:504 Err:504 15% 10.23% Err:504 Err:504 20% 10.54% Err:504 Err:504 25% 11.02% Err:504 Err:504 30% 11.63% Err:504 Err:504 35% 12.36% Err:504 Err:504
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Unformatted text preview: 40% 13.19% Err:504 Err:504 45% 14.10% Err:504 Err:504 50% 15.08% Err:504 Err:504 Name 10-year annual return Standard Deviation 55% 16.11% Err:504 Err:504 Bledsoe Large Compan 11.05% 26.73% 60% 17.19% Err:504 Err:504 Bledsoe Bond Fund 8.15% 10.34% 65% 18.31% Err:504 Err:504 Portfolio 7.316% 10.543% 70% 19.45% Err:504 Err:504 75% 20.62% Err:504 Err:504 80% 21.81% Err:504 Err:504 85% 23.02% Err:504 Err:504 90% 24.24% Err:504 Err:504 95% 25.48% Err:504 Err:504 100% 26.73% Err:504 Err:504 5.000% 10.000% 15.000% 20.000% 25.000% 30.000% 0.000% 200.000% 400.000% 600.000% 800.000% 1000.000% 1200.000% Portfolio E ( R ) Portfolio E ( R )...
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