ATVI HSY T-bills W mcd w ief risk, std return shr If your client wants a portfolio with std = that of MPV, recommend that best asset allocation to her. If your client want a port return = HSY, recommend that best asset allocation to her. 0.009 Ave Std dev Var 2.02% 8.36% -11.80% 1.05% 5.72% -8.50% 0 0.0% 10.0% 50.0% 100.0% 100.0% 90.0% 50.0% 0.0% 100.0% 100.0% corr 0.3896 COV MVP = OP = RPM SHR 1.92% 0.23 0.9600 0.17 target std = y = weight T-bills = weight ATVI = weight HSY = E(r) = SHR = target E (r) = y= weight T-bills = weight ATVI = weight HSY= E (r) = SHR = 1 2 3 numerator denominator ATVI HSY T-bills W mcd w ief risk, std return shr If your client wants a portfolio with std = that of MPV, recommend that best asset allocation to her. If your client want a port return = HSY, recommend that best asset allocation to her. 0.009 Ave Std dev Var 2.02% 8.36% -11.80% 1.05% 5.72% -8.50% 0 0.0% 10.0% 50.0% 100.0% 100.0% 90.0% 50.0% 0.0% 100.0% 100.0% corr 0.3896 COV MVP = OP = RPM SHR 1.92% 0.23 0.9600 0.17 target std = y = weight T-bills = weight ATVI = weight HSY = E(r) = SHR = target E (r) = y= weight T-bills = weight ATVI = weight HSY= E (r) = SHR = 1 2 3 numerator denominator