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os HW_portfolio_2 - Excel AutoSave OH View D Review Formulas Data File Home Insert Page Layout Calibri -11 - A 11 A A a. A
os HW_portfolio_2 - Excel AutoSave OH View D Review Formulas Data File Home Insert Page Layout Calibri -11 - A 11 A A a. A 2 Wrap Text Merge & Center EEEEE Paste BIU Alignment 21 Font Clipboard 14 E G B F H C risk Shaw Means free rate 0% 10%. Variance- covariance 1 matris 2 La-z-Boy 3 Kimball 4 Flexsteel 5 Leggett 6 Miller 7 Shay 8 9 La-2 Flexste Kimball Leggett Miller Bog el 0.1152 0.0398 0.1792 0.0492 0.0568 00338 0.0649 0.0447 0.0062 0.0349 0.1792 0.0447 0.3334 0.0775 0.0886 0.0492 0.0062 0.0775 0.1033 0.0191 0.0568 0.0349 0.0986 0.0191 0.0594 0.0399 0.0269 0.1487 0.0597 0.0243 0.0989 0.0269 0.1487 0.0597 0.0243 0.1653 29.24% 20.68% 25.0294 3164% 15.34% 43.87% 12 13 14 Consider the data for six companies given to you a) Assuming that the risk free rate is 0%, calculate the efficient portfolio of these si 16 1 by Repeat assuming that the risk free rate is 10% c) Use these two portfolios to generate an efficient tronter for the sixtirme Plot this frontier 15 23 24 20 26 28 01 Type here to search O os HW_portfolio_2 - Excel AutoSave OH View D Review Formulas Data File Home Insert Page Layout Calibri -11 - A 11 A A a. A 2 Wrap Text Merge & Center EEEEE Paste BIU Alignment 21 Font Clipboard 14 E G B F H C risk Shaw Means free rate 0% 10%. Variance- covariance 1 matris 2 La-z-Boy 3 Kimball 4 Flexsteel 5 Leggett 6 Miller 7 Shay 8 9 La-2 Flexste Kimball Leggett Miller Bog el 0.1152 0.0398 0.1792 0.0492 0.0568 00338 0.0649 0.0447 0.0062 0.0349 0.1792 0.0447 0.3334 0.0775 0.0886 0.0492 0.0062 0.0775 0.1033 0.0191 0.0568 0.0349 0.0986 0.0191 0.0594 0.0399 0.0269 0.1487 0.0597 0.0243 0.0989 0.0269 0.1487 0.0597 0.0243 0.1653 29.24% 20.68% 25.0294 3164% 15.34% 43.87% 12 13 14 Consider the data for six companies given to you a) Assuming that the risk free rate is 0%, calculate the efficient portfolio of these si 16 1 by Repeat assuming that the risk free rate is 10% c) Use these two portfolios to generate an efficient tronter for the sixtirme Plot this frontier 15 23 24 20 26 28 01 Type here to search O
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