Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Please, I need help with the attachment below. It is for my finance class. 75.00 y computed and is in the range called hen, compute
Please, I need help with the attachment below. It is for my finance class.
75.00 y computed and is in the range called hen, compute a hypothetical third s portfolio "Client Portfolio 3" and le of Std Dev and Return on the % to +210% in increments of 10%. In out of 75 Points Portfolio 3 Construction 25.00 Portfolio 4 - Utility 10.00 Portfolio 4 Details 9.00 ood on the chart. Use Portfolio 4 as the Indiff Curve 3.00 L$96) to be the weight of Portfolio 1 in CAL Portfolio 13.00 Chart 15.00 ($G$96) to be the weight of Portfolio 1 U RP 1 2 A 2 except the cells related to Max R1 Save Solver Settings Here Min SD2 Max U Max Sharpe Variance-Covarinace M 1 2 3 4 5 6 7 SUNW ORCL MSFT DELL XON GE NVLS SUNW 0.037086 0.020484 0.015593 0.016140 0.001225 0.007559 0.024825 ORCL 0.020484 0.045132 0.011902 0.013805 0.000628 0.007800 0.025313 MSFT 0.015593 0.011902 0.021230 0.017426 0.001052 0.005962 0.014688 DELL 0.016140 0.013805 0.017426 0.028669 0.000530 0.003852 0.018066 XON 0.001225 0.000628 0.001052 0.000530 0.002867 0.000923 0.001063 GE 0.007559 0.007800 0.005962 0.003852 0.000923 0.006754 0.007416 NVLS 0.024825 0.025313 0.014688 0.018066 0.001063 0.007416 0.050671 IBM 0.011796 0.008130 0.009231 0.010530 0.002543 0.003753 0.013789 TXN 0.020767 0.016471 0.006737 0.010610 0.000635 0.005187 0.024632 AMR 0.015586 0.008352 0.005928 0.006167 0.003970 0.006829 0.015354 JNJ 0.001604 -0.000751 0.000736 0.000894 0.000869 0.001362 0.001026 GLW 0.035857 0.027228 0.012992 0.011232 0.002865 0.007852 0.029514 MOT 0.016843 0.014342 0.006962 0.007582 0.000440 0.003312 0.016976 DIS 0.008092 0.003397 0.003214 0.004000 0.001571 0.002774 0.012434 HPQ 0.017346 0.014780 0.009459 0.014437 0.001050 0.002967 0.020083 DUK 0.000466 -0.004072 -0.000864 -0.002255 0.001946 0.001071 -0.001804 MU 0.023314 0.023386 0.015033 0.025949 -0.000698 0.007158 0.031645 WMT 0.004500 0.005332 0.005117 0.004685 0.000768 0.003371 0.006166 NT 0.033704 0.028489 0.017519 0.016662 0.002509 0.009168 0.037281 INTC 0.022294 0.012813 0.012760 0.017247 0.000564 0.004598 0.020717 AMD 0.024036 0.016989 0.013594 0.021647 0.003778 0.006722 0.027230 HD 0.009865 0.010254 0.006551 0.006954 0.000776 0.004730 0.011889 TRV 0.009258 0.004797 0.005374 0.005523 0.002293 0.004111 0.013498 CSCO 0.025280 0.017595 0.013418 0.014103 0.001076 0.006016 0.016105 AOL 0.024041 0.013250 0.019543 0.018689 0.002782 0.009129 0.017549 LU 0.024210 0.018048 0.014215 0.020306 0.001767 0.007521 0.024287 YHOO 0.034968 0.038276 0.028382 0.028507 0.004110 0.011687 0.035484 AMZN 0.029433 0.016911 0.020751 0.019184 0.002799 0.009015 0.016278 BBY 0.022544 0.013217 0.016298 0.021323 0.000769 0.006387 0.026829 F 0.009796 0.002624 0.004914 0.007401 0.001752 0.003398 0.009050 8 9 10 11 12 13 14 15 16 IBM TXN AMR JNJ GLW MOT DIS HPQ DUK 0.011796 0.020767 0.015586 0.001604 0.035857 0.016843 0.008092 0.017346 0.000466 0.008130 0.016471 0.008352 -0.000751 0.027228 0.014342 0.003397 0.014780 -0.004072 0.009231 0.006737 0.005928 0.000736 0.012992 0.006962 0.003214 0.009459 -0.000864 0.010530 0.010610 0.006167 0.000894 0.011232 0.007582 0.004000 0.014437 -0.002255 0.002543 0.000635 0.003970 0.000869 0.002865 0.000440 0.001571 0.001050 0.001946 0.003753 0.005187 0.006829 0.001362 0.007852 0.003312 0.002774 0.002967 0.001071 0.013789 0.024632 0.015354 0.001026 0.029514 0.016976 0.012434 0.020083 -0.001804 0.013867 0.007059 0.007866 0.000890 0.013033 0.005460 0.004610 0.009783 0.001581 0.007059 0.027573 0.012250 0.000979 0.021557 0.013463 0.007076 0.014401 -0.001546 0.007866 0.012250 0.029872 0.000903 0.026153 0.009466 0.008376 0.010245 0.003596 0.000890 0.000979 0.000903 0.005502 0.001275 -0.001323 0.000409 -0.000734 0.001257 0.013033 0.021557 0.026153 0.001275 0.070637 0.019988 0.010924 0.020937 0.002046 0.005460 0.013463 0.009466 -0.001323 0.019988 0.017468 0.003609 0.009013 -0.002151 0.004610 0.007076 0.008376 0.000409 0.010924 0.003609 0.010286 0.006415 0.000688 0.009783 0.014401 0.010245 -0.000734 0.020937 0.009013 0.006415 0.022657 -0.002418 0.001581 -0.001546 0.003596 0.001257 0.002046 -0.002151 0.000688 -0.002418 0.007672 0.011998 0.024117 0.012924 0.001065 0.017268 0.012420 0.006978 0.019641 -0.002703 0.002581 0.001736 0.006359 0.002040 0.005807 0.003404 0.001028 0.000592 -0.000353 0.019750 0.019312 0.024432 0.000718 0.047665 0.015840 0.009970 0.024841 0.001555 0.011346 0.017603 0.009596 0.001500 0.019633 0.009649 0.008309 0.014510 -0.000932 0.017449 0.017719 0.021066 0.000723 0.031080 0.011144 0.013049 0.021028 0.002400 0.004680 0.005885 0.008729 0.000387 0.009360 0.006218 0.002831 0.005287 0.000474 0.007401 0.005566 0.010175 0.002222 0.011233 0.006126 0.005718 0.004679 0.000816 0.009363 0.016467 0.012407 0.000805 0.024787 0.012655 0.005846 0.013010 -0.001182 0.013299 0.011918 0.010948 0.003236 0.021627 0.010469 0.004765 0.011315 -0.001057 0.016112 0.019682 0.017490 0.002863 0.028853 0.011992 0.008189 0.020533 -0.001568 0.018245 0.017836 0.015166 0.001891 0.032634 0.018893 0.009286 0.021823 -0.002750 0.011488 0.020538 0.010540 0.002886 0.021774 0.011308 0.006980 0.013886 -0.000919 0.011740 0.017923 0.013859 0.000107 0.019180 0.013080 0.011700 0.011644 -0.004437 0.003699 0.005970 0.013383 0.001601 0.012466 0.005912 0.005408 0.004104 0.000400 17 18 19 20 21 22 23 24 25 MU WMT NT INTC AMD HD TRV CSCO AOL 0.023314 0.004500 0.033704 0.022294 0.024036 0.009865 0.009258 0.025280 0.024041 0.023386 0.005332 0.028489 0.012813 0.016989 0.010254 0.004797 0.017595 0.013250 0.015033 0.005117 0.017519 0.012760 0.013594 0.006551 0.005374 0.013418 0.019543 0.025949 0.004685 0.016662 0.017247 0.021647 0.006954 0.005523 0.014103 0.018689 -0.000698 0.000768 0.002509 0.000564 0.003778 0.000776 0.002293 0.001076 0.002782 0.007158 0.003371 0.009168 0.004598 0.006722 0.004730 0.004111 0.006016 0.009129 0.031645 0.006166 0.037281 0.020717 0.027230 0.011889 0.013498 0.016105 0.017549 0.011998 0.002581 0.019750 0.011346 0.017449 0.004680 0.007401 0.009363 0.013299 0.024117 0.001736 0.019312 0.017603 0.017719 0.005885 0.005566 0.016467 0.011918 0.012924 0.006359 0.024432 0.009596 0.021066 0.008729 0.010175 0.012407 0.010948 0.001065 0.002040 0.000718 0.001500 0.000723 0.000387 0.002222 0.000805 0.003236 0.017268 0.005807 0.047665 0.019633 0.031080 0.009360 0.011233 0.024787 0.021627 0.012420 0.003404 0.015840 0.009649 0.011144 0.006218 0.006126 0.012655 0.010469 0.006978 0.001028 0.009970 0.008309 0.013049 0.002831 0.005718 0.005846 0.004765 0.019641 0.000592 0.024841 0.014510 0.021028 0.005287 0.004679 0.013010 0.011315 -0.002703 -0.000353 0.001555 -0.000932 0.002400 0.000474 0.000816 -0.001182 -0.001057 0.054450 0.004049 0.025734 0.026019 0.029292 0.009607 0.007745 0.017540 0.016763 0.004049 0.008513 0.011003 0.001423 0.003157 0.006297 0.005098 0.004500 0.007973 0.025734 0.011003 0.075701 0.022685 0.027146 0.014437 0.018071 0.023694 0.024425 0.026019 0.001423 0.022685 0.025327 0.024293 0.004265 0.007533 0.017725 0.014620 0.029292 0.003157 0.027146 0.024293 0.061219 0.006272 0.010479 0.016965 0.021248 0.009607 0.006297 0.014437 0.004265 0.006272 0.011438 0.004608 0.007479 0.012275 0.007745 0.005098 0.018071 0.007533 0.010479 0.004608 0.011653 0.007446 0.010544 0.017540 0.004500 0.023694 0.017725 0.016965 0.007479 0.007446 0.025637 0.016774 0.016763 0.007973 0.024425 0.014620 0.021248 0.012275 0.010544 0.016774 0.044618 0.023709 0.007236 0.042213 0.020984 0.026382 0.010026 0.010304 0.019985 0.024805 0.030402 0.009914 0.038850 0.025045 0.026938 0.016981 0.011441 0.029909 0.034991 0.015139 0.007079 0.020539 0.020785 0.019152 0.011674 0.007955 0.024988 0.039301 0.026476 0.003698 0.017381 0.019509 0.026296 0.008627 0.009256 0.016781 0.020472 0.005600 0.004597 0.007538 0.006455 0.014954 0.004179 0.005486 0.006868 0.010178 26 27 28 29 30 LU YHOO AMZN BBY F 0.024210 0.034968 0.029433 0.022544 0.009796 0.018048 0.038276 0.016911 0.013217 0.002624 0.014215 0.028382 0.020751 0.016298 0.004914 0.020306 0.028507 0.019184 0.021323 0.007401 0.001767 0.004110 0.002799 0.000769 0.001752 0.007521 0.011687 0.009015 0.006387 0.003398 0.024287 0.035484 0.016278 0.026829 0.009050 0.016112 0.018245 0.011488 0.011740 0.003699 0.019682 0.017836 0.020538 0.017923 0.005970 0.017490 0.015166 0.010540 0.013859 0.013383 0.002863 0.001891 0.002886 0.000107 0.001601 0.028853 0.032634 0.021774 0.019180 0.012466 0.011992 0.018893 0.011308 0.013080 0.005912 0.008189 0.009286 0.006980 0.011700 0.005408 0.020533 0.021823 0.013886 0.011644 0.004104 -0.001568 -0.002750 -0.000919 -0.004437 0.000400 0.023709 0.030402 0.015139 0.026476 0.005600 0.007236 0.009914 0.007079 0.003698 0.004597 0.042213 0.038850 0.020539 0.017381 0.007538 0.020984 0.025045 0.020785 0.019509 0.006455 0.026382 0.026938 0.019152 0.026296 0.014954 0.010026 0.016981 0.011674 0.008627 0.004179 0.010304 0.011441 0.007955 0.009256 0.005486 0.019985 0.029909 0.024988 0.016781 0.006868 0.024805 0.034991 0.039301 0.020472 0.010178 0.043612 0.029869 0.027719 0.020689 0.010492 0.029869 0.081081 0.044753 0.026021 0.012170 0.027719 0.044753 0.081589 0.021977 0.011210 0.020689 0.026021 0.021977 0.050103 0.012782 0.010492 0.012170 0.011210 0.012782 0.014729Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started