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Sample portfolio c Proportion of Index 500 Proportion of High-Yield Portfolio mean Portfolio sigma Data table: varying propo -2 -1.8 -1.6 -1.4 -1.2 -1

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Sample portfolio c Proportion of Index 500 Proportion of High-Yield Portfolio mean Portfolio sigma Data table: varying propo -2 -1.8 -1.6 -1.4 -1.2 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

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