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what does the following information tell you? Specially what effect has the change in weights had on your expected performance? This is a portfolio analysis
what does the following information tell you? Specially what effect has the change in weights had on your expected performance?
This is a portfolio analysis
1. so in the first image we have the variance of the returns of each individual asset and covariance of the overol portafolio
2. on the second image we have the mean of the anual return rate
3. we have the expected returns of the portafolio as the weight that is placed on the first asset rises
4.we have a graph of the table in 3
\# Obtenemos las varianzas y covairanzas amznvar[c( "amznClose"), c("amznClose")] cscovar[c( "cscoClose"), c("cscoClose")] amzncscoCov + w2*dfReturns $ cscoClose portReturn \# Calculamos la varianza del protafolio con los pesos especificados: portVar \# Obtenemos las varianzas y covairanzas amznvar[c( "amznClose"), c("amznClose")] cscovar[c( "cscoClose"), c("cscoClose")] amzncscoCov + w2*dfReturns $ cscoClose portReturn \# Calculamos la varianza del protafolio con los pesos especificados: portVarStep by Step Solution
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