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Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012
Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023 Use the Excel file Asset Allocation Data to determine the following: a. 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. Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023 Use the Excel file Asset Allocation Data to determine the following: a. 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
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