s B 50 20 STD PBS -0.2 Std Dev Equation 6.6 E(rp) Ers) Ers) 15 10 Portfolio Weights Ws = 1-WB WB -0.2 1.2 -0.1 1.1 0.0 1.0 0.0932 0.9068 0.1 0.9 0.2 0.8 0.3 0.7 0.4 0.6 0.5 0.5 0.6 0.4 0.7 0.3 0.8 0.2 0.9 0.1 1.0 0.0 1.1 -0.1 1.2 -0.2 Notes: s B 50 20 STD PBS -0.2 Std Dev Equation 6.6 E(rp) Ers) Ers) 15 10 Portfolio Weights Ws = 1-WB WB -0.2 1.2 -0.1 1.1 0.0 1.0 0.0932 0.9068 0.1 0.9 0.2 0.8 0.3 0.7 0.4 0.6 0.5 0.5 0.6 0.4 0.7 0.3 0.8 0.2 0.9 0.1 1.0 0.0 1.1 -0.1 1.2 -0.2 Notes