A B D 1 TOC 2 3 Investment Opportunity Set 4 Input 0.1 5 6 S&P 500 Annual Return 7 S&P 500 Standard Deviation 8 Stock Annual Return 9 Stock Standard Deviation 10 Correlation coefficient 0.2 0.06 0.09 0.2 12 13 14 1 un 116 18 H Output Investment Opportunity Set Calculations Portfoli Portfolio Portfolio Portfolio Weighto Expecte Standard of S&P Weight d Deviatio SOO of Stock Return n 0.00 1.00 6.00% 0.05 0.95 6.20% 0.10 0.90 6.40% 0.15 0.85 6.60% 0.20 0.80 6.80% 0.25 0.75 7.00% 0.30 0.70 7.20% 0.35 0.65 7.40% 0.40 0.60 7.60% 0.45 0.55 7.80% 0.50 0.50 8.00% 0.55 0.45 8.20% 0.60 0.40 8.40% 0.65 0.35 8.60% 0.70 0.30 8.80% 0.75 0.25 9.0096 0.80 0.20 9.2056 0.85 0.15 9.40% 0.90 0.10 9.60% 0.95 0.05 9.80 1.00 0.00 10.0096 culations Portfolio Standard Deviatio n 6 26 % 08% 3086 20% -4094 639 3.80 What is standard deviation Formula