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Using EXCELs Data Table Feature, create a one-way data table that determines the different means and standard deviations for combinations of Portfolio 1 and Portfolio
Using EXCELs Data Table Feature, create a one-way data table that determines the different means and standard deviations for combinations of Portfolio 1 and Portfolio 2 by varying the proportion of Portfolio 1.
Asset Allocation Data \begin{tabular}{|c|c|c|c|c|c|} \hline & \multicolumn{5}{|c|}{ Variance-covariance matrix } \\ \hline & Stock A & Stock B & Stock C & Stock D & Stock E \\ \hline Stock A & 0.0016 & 0.0004 & 0.0022 & 0.0006 & 0.0017 \\ \hline Stock B & 0.0004 & 0.0361 & 0.0028 & 0.0101 & 0.0029 \\ \hline Stock C & 0.0022 & 0.0028 & 0.0225 & 0.0082 & 0.0064 \\ \hline Stock D & 0.0006 & 0.0101 & 0.0082 & 0.0081 & 0.0039 \\ \hline Stock E & 0.0017 & 0.0029 & 0.0064 & 0.0039 & 0.0064 \\ \hline & & & & & \\ \hline & & & & & \\ \hline Means & & Asset & \begin{tabular}{c} Port. 1 \\ Investment \end{tabular} & \begin{tabular}{c} Port. 2 \\ Investment \end{tabular} & \\ \hline 1.75% & & Stock A & $900 & $700 & \\ \hline 10.00% & & Stock B & $500 & $1,200 & \\ \hline 2.50% & & Stock C & $700 & $600 & \\ \hline 2.75% & & Stock D & $800 & $900 & \\ \hline 3.00% & & Stock E & $600 & $800 & \\ \hline & & & & & \\ \hline & & & & & \\ \hline \begin{tabular}{l} Proportion of \\ Portfolio 1 \end{tabular} & 0.5 & & & & \\ \hline \begin{tabular}{l} Proportion of \\ Portfolio 2 \end{tabular} & 0.5 & & & & \\ \hline \end{tabular}Step by Step Solution
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