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I need help with this problem I am terrible at using excel 10% 0.0800 28.28% 15% 0.1600 40.00% 2 Average return 3 Variance 4 Sigma
I need help with this problem I am terrible at using excel
10% 0.0800 28.28% 15% 0.1600 40.00% 2 Average return 3 Variance 4 Sigma 6 Covariance of returns 7 Correlation of returns 0.00350 0.03094 , #NAME? 9 Portfolio 10 Proportion of A 11 Proportion of B 0.9 0.1, #NAME? #NAME? #NAME? Suggesting a better portfolio with the same risk Portfolio 12 return average 10.50% Portfolio 13 deviation 14 15 Section a 16 Proportion of A 17 Proportion of B 18 Portfolio averade 19 Portfolio standard standarod 25.89%, B4 21 Section 22 Min-variance portfolio 3 Proportion of A 24 Proportion of B 25 Portfolio averaae 26 Portfolio standard 27 28 Portfolio data table 29 Proportion of A 30 31 32 Frontier--the particular portfolio is marked in red Sigma Mean 15.00% 14.50% 14.00% 13.50% 13.00% 12.50% 12.00% 11 .50% 11.00% 10.50% 10.00% 40.00% 36.20% 3261% 29.51% 26.85% 24.85% 23.68% 23.47% 24.23% 25.89% 28.28% 15% 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 34 35 36 37 38 39 10% Plot Area 5% 20% 25% 35% 40% Sigma 10% 0.0800 28.28% 15% 0.1600 40.00% 2 Average return 3 Variance 4 Sigma 6 Covariance of returns 7 Correlation of returns 0.00350 0.03094 , #NAME? 9 Portfolio 10 Proportion of A 11 Proportion of B 0.9 0.1, #NAME? #NAME? #NAME? Suggesting a better portfolio with the same risk Portfolio 12 return average 10.50% Portfolio 13 deviation 14 15 Section a 16 Proportion of A 17 Proportion of B 18 Portfolio averade 19 Portfolio standard standarod 25.89%, B4 21 Section 22 Min-variance portfolio 3 Proportion of A 24 Proportion of B 25 Portfolio averaae 26 Portfolio standard 27 28 Portfolio data table 29 Proportion of A 30 31 32 Frontier--the particular portfolio is marked in red Sigma Mean 15.00% 14.50% 14.00% 13.50% 13.00% 12.50% 12.00% 11 .50% 11.00% 10.50% 10.00% 40.00% 36.20% 3261% 29.51% 26.85% 24.85% 23.68% 23.47% 24.23% 25.89% 28.28% 15% 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 34 35 36 37 38 39 10% Plot Area 5% 20% 25% 35% 40% SigmaStep by Step Solution
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