Below you will find the annual returns of two assets. Fill in the blanks and graph the
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Below you will find the annual returns of two assets. Fill in the blanks and graph the returns of the portfolios (rows 13-27).
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A B C 1 Asset 1 Asset 2 2 31-Dec-90 12.56% 7.56% 3 31-Dec-91 13.50% 8.56% 4 31-Dec-92 14.23% 4.56% 5 31-Dec-93 15.23% 2.12% 6 31-Dec-94 14.23% 1.23% 7 31-Dec-95 12.23% 0.26% 8 31-Dec-96 10.23% 3.25% 9 31-Dec-97 5.26% 4.89% 10 31-Dec-98 4.25% 5.56% 11 31-Dec-99 2.23% 6.45% 12 13 Average return 14 Return variance 15 Covariance Portfolio Portfolio 16 Proportion of asset 1 standard mean deviation return 17 0 18 0.1 19 0.2 20 0.3 21 0.4 22 0.5 23 0.6 24 0.7 25 0.8 26 0.9 27 1
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