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Finance Determine the efficient portfolio based on the following output and input variables using DEA. Provide explanation Stock Output (Y1) Output (Y2) Output (Y3) Input

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Finance Determine the efficient portfolio based on the following output and input variables using DEA. Provide explanation Stock Output (Y1) Output (Y2) Output (Y3) Input (X1) Input (X2) Arithmetic Expected Sharpe Ratio Standard Beta Return % Return % Deviation % (CAPM) % Daya 5.0 12.0 0.25 8 1.0 Maju 7.0 10.2 0.40 10 0.8 Tegas 4.0 12.9 0.20 5 1.1 Apex 6.0 11.1 0.38 8 0.9 Bravo 5.0 15.6 0.22 9N 1.4 Winner 8.0 14.7 0.42 12 1.3 Sustain 4.0 12.1 0.15 7 1.05 Best 6.0 10.5 0.33 9 0.85 Top 8.0 14.5 0.45 11 1.25 Lucky 5.0 9.7 0.22 9 0.70 Finance Determine the efficient portfolio based on the following output and input variables using DEA. Provide explanation Stock Output (Y1) Output (Y2) Output (Y3) Input (X1) Input (X2) Arithmetic Expected Sharpe Ratio Standard Beta Return % Return % Deviation % (CAPM) % Daya 5.0 12.0 0.25 8 1.0 Maju 7.0 10.2 0.40 10 0.8 Tegas 4.0 12.9 0.20 5 1.1 Apex 6.0 11.1 0.38 8 0.9 Bravo 5.0 15.6 0.22 9N 1.4 Winner 8.0 14.7 0.42 12 1.3 Sustain 4.0 12.1 0.15 7 1.05 Best 6.0 10.5 0.33 9 0.85 Top 8.0 14.5 0.45 11 1.25 Lucky 5.0 9.7 0.22 9 0.70

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