50 370 640 310 1070 870 1520 060 490 2960 910 280 580

-0.50% 3.70%
6.40% 3.10% 10.70% 8.70% 15.20% 0.60% 4.90% 29.60% 9.10% -2.80%
-5.80% -0.70% -7.40% 2.70% -9.70% 5.00% 2.70% -9.60% -2.70% -3.30%
-8.50% 4.10% 5.30% 4.10% 10.10% 7.80% -2.50% -1.90% -10.90% -0.80%
-1.40% 0.40% 7.60% -10.30% -2.30% -6.10% -5.20% 11.40% -6.60% -20.80%
2.80% -0.10% 2.60% 4.80% 12.20% 4.20% 0.20% 11.50% -0.90% -0.50%
-3.30% -1.30% -1.20% -2.30% 1.30% 5.20% -0.60% 3.10% 7.20% 5.90%
-6.90% -2.60% -6.70% -3.10% 9.80% 8.00% 1.00% 2.30% -2.60% 2.80%
-4.60% 8.50% 4.50% -10.20% 3.70% 8.40% 5.10% -0.40% -3.60% -2.00%
-7.50% 3.80% -4.10% -3.70% 26.10% 3.50% 1.20% 7.50% 5.60% 10.30%
4.60% 1.60% -1.00% -26.60% -0.30% -4.30% -0.20% 8.30% 4.20% 2.50%
3.40% 2.20% 0.00% 7.20% 1.20% 4.60% 2.30% -2.20% 8.30% 1.50%
-6.50% -4.30% 5.90% -2.40% 13.50% 1.10% -1.00% 2.00% 2.10% 4.10%
-13.70% -2.80% -5.70% -2.80% 2.60% 22.00% -0.60% -2.60% 0.50% -0.80%

4.10% 5.20% -0.80% 3.40% 9.90% 9.50% 4.50% -0.30% 5.70% -1.70%
-2.70% -6.20% -1.80% -4.60% 7.60% -1.10% 4.40% 4.70% -2.40% -15.40%
4.50% 0.90% 14.90% 17.20% -7.60% 6.50% 0.60% 1.90% 11.70% 11.50%
6.60% 5.90% 4.60% 4.20% -9.10% -4.50% -4.70% 6.60% 0.50% -2.80%
1.20% -0.20% 0.40% 0.50% -2.80% -2.80% 1.00% 7.20% 0.20% 0.90%
6.20% -1.40% 4.90% 8.30% 8.40% 3.80% 4.40% 14.00% 8.70% -0.50%
-11.30% -0.90% -3.40% -7.10% -11.60% -16.10% -2.90% -5.60% 1.60% 2.70%
-7.20% -6.10% -7.00% -8.40% -5.10% -5.50% -2.90% -5.80% -8.60% -16.50%
-0.40% -1.00% 6.90% 7.70% -1.40% 9.00% 1.00% 17.20% 2.60% -3.10%
3.00% 5.00% -0.90% -9.60% -5.00% 8.60% 1.10% 2.60% 4.80% 12.30%
-1.50% -2.70% -5.30% 6.00% -1.90% -5.20% -4.90% -1.40% -3.20% -10.60%
-0.40% 7.10% 5.10% 6.80% 2.70% -1.60% 5.20% 6.60% -6.20% 4.30%
15.20% 4.60% 9.20% 10.90% 12.20% 1.10% -1.30% 22.30% 6.40% 16.90%
5.30% 0.20% -2.10% 1.60% -11.10% 1.30% -3.00% -1.10% -1.60% -8.00%
0.00% 0.20% 6.00% 0.20% 5.70% 3.10% 9.00% -2.90% 0.60% 9.00%
4.60% -6.70% -0.60% -2.40% -5.30% -3.70% -3.70% -12.70% -6.30% -9.70%
3.20% 4.10% -0.80% -2.40% -1.10% -2.60% -3.60% 2.60% 7.50% -3.90%
5.60% -1.90% 5.60% 3.90% 14.50% -3.80% 2.90% -13.20% 2.20% 14.70%
5.30% 5.40% 2.10% 1.70% 5.40% 12.20% 4.70% 13.00% 4.10% 10.70%
1.30% 6.20% -0.40% 9.00% -0.60% 8.40% 4.50% 7.00% 4.10% -8.90%
0.60% 2.60% 6.00% 3.60% 7.10% 1.60% 2.60% 4.90% 5.80% 6.20%
9.60% 1.40% 2.90% 7.60% 2.30% 4.90% 1.40% -8.80% 4.40% -3.00%
5.20% -4.40% 0.00% 3.20% 3.90% 5.30% -4.20% 15.00% 3.00% 0.90%
5.10% -1.30% -3.60% -3.70% 8.30% 6.30% 1.10% 3.70% 7.50% -6.80%
-3.40% -2.70% 0.70% 4.20% 1.70% -0.10% -1.20% 2.70% -0.10% 0.40%
13.00% 3.20% 11.00% 13.20% 10.70% 13.90% -0.40% 12.00% 6.00% 10.10%
2.70% 0.90% 5.70% 0.90% -4.60% -7.80% 5.60% -4.70% 0.40% -5.80%
7.60% 15.80% 6.80% 4.20% 18.20% 16.50% 9.60% 5.10% 6.30% 19.80%
6.60% 1.50% -4.00% 4.00% 5.30% -1.00% 6.30% -5.40% 1.20% -3.00%
6.90% -2.80% 1.70% 2.80% 5.00% 6.40% 3.00% 12.30% 8.20% 26.70%
-5.50% 1.70% -2.40% 6.70% 2.10% 9.90% -0.40% 7.30% 5.20% -10.60%
-5.50% -0.80% 3.40% -10.40% -1.30% 7.40% 7.50% 10.30% 4.50% 4.70%
-2.80% 1.70% 0.20% 2.70% -6.80% 2.60% -0.30% -8.30% -1.60% -2.60%
6.80% 4.50% 4.00% 10.30% 1.50% 2.20% -1.10% -4.80% -0.50% -2.40%
0.50% 1.10% 3.10% 5.70% 9.90% -4.40% 0.10% -7.80% 5.10% 2.70%
-0.60% -2.30% -1.00% 0.60% -7.40% -15.70% 1.30% 5.70% -2.20% -11.30%
2.10% 6.50% -0.40% -14.20% 3.00% 7.90% 5.40% 3.40% 0.70% -1.90%
7.80% 1.50% 9.70% 1.30% 13.30% 1.70% 3.70% 5.50% 6.80% 13.70%
5.00% 9.50% 2.00% 2.90% 10.70% 8.10% 10.50% -6.60% 7.00% -7.80%
12.40% 10.30% 9.80% 11.80% 10.60% 3.30% -1.60% 8.70% 9.40% 9.50%
-3.60% -0.90% -1.00% 10.60% 0.80% -7.50% -1.00% -11.40% -5.50% 6.00%
13.80% 2.70% 7.50% 5.20% 15.80% 4.30% 7.90% 11.00% 5.30% -7.50%
1.70% 8.50% 3.90% 13.80% 2.40% 13.50% -5.80% 4.50% 8.30% -5.90%
-8.10% -8.00% -4.50% -14.70% -10.50% -7.60% 10.70% -6.30% 0.70% 3.60%
7.30% 2.80% 10.00% 3.50% 15.60% -4.20% -3.70% 12.70% -0.20% -5.60%
-0.60% 6.20% 9.60% 11.70% -0.60% 2.80% 4.20% -5.90% 6.70% 20.30%
14.30% 11.30% 2.40% 1.50% 14.70% 9.40% -0.30% 0.70% 3.30% 14.20%

1.50% -7.30% 8.10% 2.00% 14.30% 17.40% 6.70% 17.70% 1.90% 4.10%
-11.60% -4.60% -12.50% -3.20% -11.70% -9.70% 0.20% -7.00% -7.30% 7.00%
9.30% 2.90% 3.80% -3.90% 7.60% 0.30% 6.50% -5.10% 3.80% 5.40%
-10.70% -1.00% -1.20% -4.70% 2.60% -26.50% -7.10% -6.20% -13.60% -2.30%
6.20% 7.10% 12.00% 9.80% 9.00% 10.00% -0.20% -2.90% 7.50% 13.70%
12.30% -15.80% 4.80% 4.90% 5.90% -1.20% -3.80% -2.70% -2.80% -1.90%
10.70% 1.80% -1.50% -8.30% -8.00% 1.70% -4.00% 2.00% 11.60% 1.70%
8.70% 2.80% 8.30% 4.80% 12.50% 15.70% 7.70% 6.50% 10.30% 3.50%
0.80% 6.70% -0.60% -3.20% 7.90% 8.40% 8.10% 7.90% 3.40% 9.70%
-6.00% 3.70% -2.30% -10.90% 2.20% 3.30% 2.30% -3.20% 6.60% 5.00%
-2.90% -1.30% 2.10% 0.70% 0.10% 4.60% -5.60% 3.40% -4.10% -10.90%
14.70% -11.30% 8.60% 6.40% -1.00% -1.20% 3.40% 6.90% -1.60% 0.00%
2.05% 1.13% 1.96% 1.64% 3.05% 2.01% 1.18% 2.27% 1.62% 0.45%
6.69% 4.98% 5.83% 7.35% 9.06% 7.85% 4.46% 8.36% 5.84% 8.74%

WOOLWOR USX CORP
-8.90% -6.30%
3.20% 7.80%
5.90% -0.40%
-3.70% -7.10%
10.80% 2.70%
-1.50% -1.90%
-7.20% 4.50%
-15.30% -5.90%
-7.30% -6.20%
7.90% 4.10%
15.30% 0.70%
3.40% -2.40%
5.00% 2.50%
4.00% -0.10%
2.30% 0.40%
-7.80% 2.30%
9.00% -4.90%
-7.90% -12.20%
-5.20% 12.80%
6.10% 29.10%
-5.70% -5.70%
0.10% -3.20%
-11.40% -8.50%
4.40% -9.30%
12.30% -6.10%
-2.50% 1.00%
7.40% -12.60%
-7.60% 15.00%
-2.70% 4.20%
-1.40% -7.90%
7.00% -1.10%
5.20% -9.40%
7.00% -2.00%
1.60% -8.70%
5.00% -2.70%
-7.70% 4.50%
-6.20% -1.40%
-1.30% 12.00%
9.50% 3.30%
-3.40% -5.10%
-3.30% 2.30%
-7.70% -10.00%
-7.20% 4.40%

3.50% 15.90%
-2.90% -1.20%
-8.30% -7.50%
2.20% -7.90%
9.70% -2.20%
3.10% 13.20%
-15.00% -6.80%
-31.30% -4.30%
11.80% 2.30%
-5.30% 2.50%
0.80% -2.20%
-3.80% 3.70%
7.40% 0.30%
6.90% 2.90%
-9.90% 7.30%
-8.90% -4.60%
6.20% -9.00%
6.00% -2.30%
-3.20% 2.60%
21.30% 7.70%
-13.50% 7.10%
-3.90% 6.90%
-1.60% -0.60%
3.30% 1.90%
-14.40% 3.30%
17.80% -4.20%
-7.10% -10.10%
2.60% 4.50%
-13.30% 6.10%
-13.50% -3.80%
6.70% -0.40%
30.20% 4.10%
22.40% 14.30%
7.20% 0.20%
9.80% -8.00%
-14.40% 1.90%
10.40% 2.70%
-2.90% 3.60%
1.80% 1.20%
14.30% 5.40%
-8.30% 4.40%
-7.40% 11.50%
2.50% 0.70%
12.00% 4.70%
-8.00% -0.90%
12.20% 8.80%
-0.50% -3.30%

18.00% 11.50%
-21.00% 1.80%
-1.10% 14.20%
-14.10% -3.90%
13.80% -3.70%
-5.80% -1.50%
6.70% -0.60%
9.20% 3.60%
5.30% 8.90%
-8.00% -4.80%
-14.10% -1.70%
-3.20% -2.00%
0.20% 0.65%
9.93% 6.98%

1- A Weight
Expected Return 17%
Risk 27% 70%
Risk Free Rate 7% 30%
Expected Return 14.00%
Risk 18.900%
1- B
Target Return 15%
y*17%+(1-y)*7%
y 80%
20%F
80% 27%A+33%B+40%C
Wa 0.8*0.27A
Wb 0.8*0.33B
Wc 0.8*0.40C
1- C
Wp y
Wf 1-y
Risk <20%
y 74.07% 25.93%
Investment should be at most should 74% with a risk less than or equal
Lets assume y invests 74% to get maximum return
Return 14.41%
1- D
A 3.5
W# 39.19%
C 10.92%

formulas
Portfolio Return - w1*return1+w2*return2
Portfolio Variance -
w1^2*var1+w2^2*var2+2*w1*w2*SD1*SD2*cor1&2
Portfolio risk = square root (variance)
Sharp
Average return of portfolio - risk free rate/sd of portfolio retunr
Treynors
Average return of portfolio - risk free rate/portfolio Beta
Portfolio Beta = Beta of stock *weight of stock
Jenson
Portfolio Return - (risk free rate+portfolio beta*(market return-risk free rate)
to 20%