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Stock 1 Stock 2 AvgR 10% 15% O 7% 9% P1,2 0.00000 CASE. Asset Allocation 2 asset portfolio W1 W2 Oport Rport a 0% 100%
Stock 1 Stock 2
AvgR 10% 15%
O 7% 9%
P1,2 0.00000
CASE. Asset Allocation 2 asset portfolio
W1 W2 Oport Rport
a 0% 100% 9% 15.00%
b 20% 80% 7.33% 14.00%
c 40% 60% 6.08% 13.00%
d 60% 40% 5.53% 12.00%
e 80% 20% 5.88% 11.00%
f 100% 0% 7.00% 10.00%
Can you please calculate (using real numbers as opposed to only formula) how to arrive at the values (percentages) under Oport (9%, 7.33%, 6.08%, 5.53%, 5.88%, 7.00%) with the given data. Thanks!
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