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After adding Lyxor USDJIA, what is the portfolios new standard deviation and return? EXHIBIT 2: PORTFOLIO WEIGHTS (%) Assets Existing Portfolio | New Portfolio Weights

After adding Lyxor USDJIA, what is the portfolios new standard deviation and return?

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EXHIBIT 2: PORTFOLIO WEIGHTS (%) Assets Existing Portfolio | New Portfolio Weights Weights Lyxor Chinal Lyxor MSIndial 401 Lyxor USDJIAN CorrCH-IN CorrCH-US CorrUS-IN 0.566 0.389 0.196 Mean Return Std Dev Lyxor Chinal -0.223 13.814 Lyxor MSIndia LyxorUSDJIA 2.791 9.211 20.391 8.039

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