A portfolio has two stocks. K and XOM. Average, E(rk) and E(TxOM) Variance, Var(rk) and Var(rxoM) Sigma, ok and oxOM Covariance of returns, Cov(rk.TXOM) 4 8 EFFICIENT FRONTIER 9 0 1 2 3 Q3 1 Portfolio return and risk Percentage in K Percentage in XOM Expected portfolio return, E(rp) Portfolio variance, Var(r) Portfolio standard deviation, op 5 7 Q3 2 must use DATA TABLE to finish the computation Percentage in K 0% 10% 20% 30% notes K 8.31% 0.0139 11.80% 0.0064 Q1. (10pts) XOM 13.11% 0.0281 16.77%

EFFICIENT FRONTIER A portfollo has two slocks Kand XOM. we unit susple dads. Percentage in K Percertoge n xom