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A B 0 D E LL F G H J K L M N E[r] Blue Chip 0.10 0.15 W(BC)= Overseas 0.15 0.25 W(OS)

A B 0 D E LL F G H J K L M N E[r] Blue Chip 0.10 0.15 W(BC)= Overseas 0.15 0.25 W(OS) = 0.20 = correlation E[rport] = 1 E[r] 2 Blue Chip 0.15 0.15 W(BC) = 3 Overseas 4 0.15 0.25 W(OS) = 5 6 7 8 0.20 = correlation E[rport] = 13 14 15 16 90723756! 10 11 12 port Oport II port Oport=

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