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10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000%
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10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000%
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10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 10.0000000% 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
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0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
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0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
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0.3000000% 0.4000000% 0.5000000% 0.6000000% 0.7000000% 0.8000000% 0.0000000% 1.0000000% 2.0000000% 3.0000000% 4.0000000% 5.0000000% 6.0000000% 7.0000000% 8.0000000% 9.0000000% Mean
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Short Sell GMVP Weekly Annually Optimum Weekly Annually c 0.00962% 0.50% c 0.00962% 0.50% Mean 0.29% 16.44% Mean 0.473% 27.80% Sigma 1.04% 7.47% Sigma 18.73% 135% Sharpe Ratio 20.21% Portfolio Weights Portfolio Weights PG 21.50% PG -15.94% HD 10.05% HD 144.88% KO 17.93% KO -59.48% JNJ 21.43% JNJ 96.91% WFC 10.24% WFC -93.10% GOOG 3.38% GOOG 24.79% MSFT 4.12% MSFT 82.78% AAPL 4.81% AAPL 4.61% AMZN 2.87% AMZN 6.62% LUV 3.67% LUV -92.07% STOCK PRICE AND RETURN DATA FOR TEN STOCKS The Procter & Gamble Company (PG), The Home Depot (HD), Coca Cola (KO), Johnson (JNJ), Wells Fargo & Company (WFC), Alphabet Inc. (GOOG), Microso Apple (AAPL), Amazon (AMZN), Southwest Airlines Co. (LUV)
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