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Using the full sample period inputs from above, can you please help me build an allocation table (5% increments) and determine the allocations for an

Using the full sample period inputs from above, can you please help me build an allocation table (5% increments) and determine the allocations for an investor initially holding the domestic portfolio (MSCI USA) and diversifying in 5% allocations into the international portfolio (MSCI World) that is forecasted to produce:

a) the minimum variance portfolio

b) maximum Sharpe Ratio portfolio Here is the full datatset including the risk free rates (APR percent) 


MSCI USA MSCI WORLD
A) AV ARITHMETIC ANNUAL RETURN 0.827 0.552
B) AV ANNUAL EXCESS RETURN 0.477 0.201
C) ANNUAL VOLATILITY 14.94 10.697
D) CORRELATION 0.694 0.694

  

Date Gross Value Index USD (MSCI USA) Annual Returns (MSCI USA) Annual Excess Return (MSCI USA) Gross Value Index USD (MSCI World) Annual Returns (MSCI World) Annual Excess Return (MSCI World) APR Percent (USD) (1 yr treasury)
Dec 31, 1983 100.00 - - 100.00 - - 0.10
Dec 31, 1984 105.98 0.06 -0.03 103.47 0.03 -0.06 0.09
Dec 31, 1985 140.69 0.33 0.25 156.65 0.51 0.44 0.08
Dec 31, 1986 165.34 0.18 0.12 259.79 0.66 0.60 0.06
Dec 31, 1987 171.81 0.04 -0.03 323.60 0.25 0.17 0.07
Dec 31, 1988 199.15 0.16 0.07 413.56 0.28 0.19 0.09
Dec 31, 1989 261.61 0.31 0.24 460.81 0.11 0.04 0.08
Dec 31, 1990 256.16 -0.02 -0.09 355.69 -0.23 -0.30 0.07
Dec 31, 1991 336.41 0.31 0.27 399.92 0.12 0.08 0.04
Dec 31, 1992 361.17 0.07 0.04 352.20 -0.12 -0.16 0.04
Dec 31, 1993 397.55 0.10 0.06 467.06 0.33 0.29 0.04
Dec 31, 1994 405.49 0.02 -0.05 502.75 0.08 0.00 0.07
Dec 31, 1995 560.34 0.38 0.33 561.90 0.12 0.07 0.05
Dec 31, 1996 695.12 0.24 0.19 602.33 0.07 0.02 0.06
Dec 31, 1997 932.07 0.34 0.29 617.77 0.03 -0.03 0.06
Dec 31, 1998 1218.43 0.31 0.26 735.81 0.19 0.15 0.05
Dec 31, 1999 1491.13 0.22 0.16 943.83 0.28 0.22 0.06
Dec 31, 2000 1304.21 -0.13 -0.18 819.65 -0.13 -0.18 0.05
Dec 31, 2001 1147.29 -0.12 -0.14 646.25 -0.21 -0.23 0.02
Dec 31, 2002 886.77 -0.23 -0.24 546.01 -0.16 -0.17 0.01
Dec 31, 2003 1144.91 0.29 0.28 764.47 0.40 0.39 0.01
Dec 31, 2004 1267.57 0.11 0.08 923.80 0.21 0.18 0.03
Dec 31, 2005 1340.08 0.06 0.01 1061.97 0.15 0.11 0.04
Dec 31, 2006 1545.37 0.15 0.10 1340.51 0.26 0.21 0.05
Dec 31, 2007 1638.52 0.06 0.03 1513.66 0.13 0.10 0.03
Dec 31, 2008 1030.05 -0.37 -0.38 859.28 -0.43 -0.44 0.00
Dec 31, 2009 1309.64 0.27 0.27 1154.76 0.34 0.34 0.00
Dec 31, 2010 1511.95 0.15 0.15 1263.69 0.09 0.09 0.00
Dec 31, 2011 1542.04 0.02 0.02 1114.78 -0.12 -0.12 0.00
Dec 31, 2012 1790.83 0.16 0.16 1304.51 0.17 0.17 0.00
Dec 31, 2013 2374.78 0.33 0.32 1585.93 0.22 0.21 0.00
Dec 31, 2014 2692.14 0.13 0.13 1524.43 -0.04 -0.04 0.00
Dec 31, 2015 2727.60 0.01 0.01 1484.77 -0.03 -0.03 0.01
Dec 31, 2016 3044.24 0.12 0.11 1533.63 0.03 0.02 0.01
Dec 31, 2017 3711.03 0.22 0.20 1914.16 0.25 0.23 0.02
Dec 31, 2018 3543.98 -0.05 -0.07 1653.12 -0.14 -0.16 0.03
Dec 31, 2019 4665.38 0.32 0.30 2036.04 0.23 0.22 0.02
Dec 31, 2020 5662.42 0.21 0.21 2200.77 0.08 0.08 0.00
Dec 31, 2021 7189.69 0.27 0.27 2490.62 0.13 0.13 0.00
Dec 31, 2022 5790.48 -0.19 -0.24 2146.32 -0.14 -0.19 0.05
Dec 31, 2023 7359.63 0.27 0.22 2545.45 0.19 0.14 0.05

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