Date

Open
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12

515
534
620
625
696
750.7
735.45
763.1
786.9
756
742
748
846
844
928.8
1053
1067.55
1165
1157.2
1119
1183
1165.5
1158.95
1185.05
1138.1
1061
1024.95
1100
1135
1155.15
1130
1221.05
1172.5
1245
1235
1278

Close
527
619.35
626.2
687.2
749.75
735.45
761
780.8
766
742
751.15
841.1
843.85
922.55
1051.8
1076.7
1165.05
1157.15
1112.95
1182.5
1163.6
1158.8
1180.35
1134.45
1040.6
1037.5
1114.2
1113.1
1161.25
1130.5
1221.05
1167.85
1244.9
1245.8
1277.55
1223.05

High
559.9
621.9
656.85
711.4
755.95
816.4
777
844
834.9
777
797.45
858.9
883.4
1006
1069.6
1107
1179
1221
1195.95
1196.5
1247
1183.8
1202.85
1350.3
1149.8
1073
1154.9
1156
1196.7
1209.8
1279.2
1230
1250
1294.8
1287
1285

Low
514.1
519
556.6
602.25
677.35
696.6
709.6
755.85
730
692
732.9
725.5
829.7
835
922.55
1002
1050
1087.3
1056.1
1058.25
1141.15
1108.15
1056.6
900.25
902.9
970
1015
1042
1114.75
1047
1108.2
1112
1046.55
1195.25
1210.1
1175.5

Volume
Adj Close
772300
507.23
627900
596.12
635500
604.6
369000
663.49
261700
723.89
460000
711.96
190500
736.7
304700
755.87
333400
741.54
212100
718.3
154400
730.91
364500
820.36
216800
823.04
314200
899.8
300500 1025.86
133300 1052.15
152900 1138.48
215600 1132.66
210700
1089.4
209200 1157.47
352800 1138.97
133300 1134.28
133400 1163.28
155800 1120.97
324300 1028.24
235700 1025.18
288600 1104.03
157000 1102.94
156900 1150.65
211200 1123.28
135900 1213.26
106600
1160.4
252900 1236.95
189400 1237.85
118100 1277.55
180300 1223.05

Date
Open
High
Low
Close
Volume
Adj Close
Aug-09
1790.7
1814
1730 1743.05
388600 1666.41
Sep-09
1760
2235
1710.1
2195.7
508000 2099.16
Oct-09
2180.1
2500
2048.2
2191
855900 2094.67
Nov-09
2190
2394
2059.1 2238.15
725500 2139.75
Dec-09 2253.05 2374.75
2126.2 2269.45
585800 2169.67
Jan-10
2265 2315.25
1957
2058
583500 1967.52
Feb-10
2045 2059.95
1863 1975.85
550300 1898.72
Mar-10
1990 2120.05
1978
2079
357400 1997.85
Apr-10
2085
2318.8
2015 2297.95
452200 2208.25
May-10
2291
2348.8
2138 2268.35
505800
2179.8
Jun-10
2260
2402.5
2201
2302.1
403300 2231.78
Jul-10
2290
2519.9
2254.4
2503.8
343500 2427.31
Aug-10
2520
2884
2511 2764.85
482200 2680.39
Sep-10
2772
3268 2738.75
3233.2
478900 3134.43
Oct-10
3250
3322
3077
3151.2
280700 3054.94
Nov-10
3187
3515
2777
2994.1
694200 2902.64
Dec-10
2998
3172
2655.7 2811.05
682500 2725.18
Jan-11 2830.05 2852.45
2468.8 2641.05
819700 2560.37
Feb-11
2651.9
2813.4
2478.6
2632
662100
2551.6
Mar-11
2651
2888 2523.55
2767.9
445000 2683.35
Apr-11
2772
2959.9
2707
2805.6
349000
2719.9
May-11
2811.5 2819.55
2165
2297.8
715700 2256.69
Jun-11
2308
2430
2123 2405.95
455000 2362.91
Jul-11
2419.8 2959.65 1973.15
2342
338900
2300.1
Aug-11
2366.9 2383.85
1872
1974.5
570800 1939.18
Sep-11
1990
2049
1812.9
1911.1
709500 1876.91
Oct-11
1884.9
1989.5 1708.55
1906.7
827000 1872.59
Nov-11
1894 2018.25
1629.1 1762.85
899300 1731.31
Dec-11
1812 1951.75
1576
1619.5
858400 1590.53
Jan-12
1625.2
2083.8
1611.5 2061.05
613900 2024.18
Feb-12
2054
2474.8 1975.05
2243.4
909600 2203.27
Mar-12
2232
2374 2047.65
2095
723100 2057.52
Apr-12
2096.5
2347
2090.2 2137.95
577200
2099.7
May-12
2146
2167.4
1804.5
2055.6
872600
2055.6
Jun-12
2062 2241.95
2012.5 2159.15
763400 2159.15
Jul-12
2165
2251.5
2129 2134.55
439000 2134.55

Date
Open
High
Low
Close
Volume
Adj Close
Aug-09
262.6
272
255.65
259.85
539200
243.98
Sep-09
260.85
277.5
253.5
262.85
344600
246.79
Oct-09
262
295.5
260.25
282.95
299600
265.67
Nov-09
279
288.45
262.6
285.25
291900
270.74
Dec-09
285.2
286.25
260.25
264.75
265600
251.28
Jan-10
265.95
268.25
241.6
244.1
528700
231.68
Feb-10
244
248
225.15
235.75
358100
223.76
Mar-10
237
244.35
218.1
238.7
399700
226.56
Apr-10
240
243.2
220.7
239
347900
226.84
May-10
238
243
225.25
236.75
202100
224.71
Jun-10
235.8
273.45
232.4
266.9
348500
253.32
Jul-10
266.5
273.5
249.9
251.1
176300
241.49
Aug-10
251.65
275
251.1
264.4
209400
254.28
Sep-10
266
319.65
263.7
308
429700
296.21
Oct-10
306.2
313.6
290.05
294.1
272400
282.84
Nov-10
295.45
320.7
291.1
298.9
235200
290.42
Dec-10
299.85
315.25
282.6
312.3
182600
303.44
Jan-11
313.85
329.45
266.5
271.15
387600
263.46
Feb-11
272
289.25
267.1
282.1
149600
274.1
Mar-11
282.5
292
264.5
284.6
195300
276.53
Apr-11
284.1
293.05
272.4
285.2
159800
277.11
May-11
286.4
312.8
266.1
304.85
307200
296.2
Jun-11
304.85
346.5
304
342.75
364900
333.03
Jul-11
341.05
343
320
323.95
178800
318.08
Aug-11
325.35
327.5
308.8
320.9
157800
315.09
Sep-11
328
354
315.1
340.25
231300
334.09
Oct-11
339
377
318.8
375.25
386800
368.45
Nov-11
372
402.9
371.5
396.1
481700
392.52
Dec-11
402
420
380.8
407.8
262500
404.11
Jan-12
408
411.2
375.1
379.35
231500
375.92
Feb-12
380.25
410.5
376.3
380.2
381500
376.76
Mar-12
382.85
418.5
376.8
409.9
365300
406.19
Apr-12
407
430
398.4
416.35
131700
412.59
May-12
429.8
439.45
410
426.7
178700
422.84
Jun-12
431
464
406.5
454.35
204900
450.24
Jul-12
455.65
455.9
435.15
445.85
800600
445.85

Date
Open
High
Low
Close
Volume
Adj Close
Aug-09
1400
1455
1345.6 1436.65
148100 1411.48
Sep-09
1448
1740
1447
1698.9
191600 1669.13
Oct-09
1690
1705
1368.5
1403
187000 1378.42
Nov-09
1410
1657.9 1366.75
1561.7
147600 1534.34
Dec-09
1580
1648
1515 1559.65
107400 1532.32
Jan-10
1584.7
1597
1345.6
1390.1
201100 1365.74
Feb-10
1387
1491
1310 1463.55
138100 1437.91
Mar-10
1475
1519.9
1361 1416.15
110100 1391.34
Apr-10
1422
1450 1258.35 1279.75
139400 1257.33
May-10
1280
1305
1171 1236.95
76200 1215.28
Jun-10
1240
1434
1230
1423.6
112900 1398.66
Jul-10
1414
1431.9
1182 1198.15
194300 1177.16
Aug-10
1215
1271.2
1201.9
1255.9
88000 1239.88
Sep-10 1267.65
1496
1265.1 1440.95
105000 1422.56
Oct-10 1451.55
1583 1451.55
1551.2
69600 1531.41
Nov-10
1558
1599.9
1335.2 1423.75
38000 1405.58
Dec-10
1422
1454.9
1346.8
1420.6
38200 1402.47
Jan-11
1430
1452.2
1170
1252.8
51600 1236.82
Feb-11
1270
1271.9
1145.5
1206.7
40700
1191.3
Mar-11
1215.7
1345
1125.9 1263.55
91300 1247.43
Apr-11
1248
1335
1216.8 1319.75
70100 1302.91
May-11
1320
1333.9
1188.6
1227.5
40100 1211.84
Jun-11
1227
1259 1087.15 1158.45
76100 1143.67
Jul-11
1155
1224.9
1130.1
1207.9
47100 1192.49
Aug-11
1210.1
1287
1048 1092.35
99800 1085.44
Sep-11
1080
1161
1045
1081.4
91200 1074.56
Oct-11
1084.9
1178 1010.45 1125.65
139000 1118.53
Nov-11
1121
1152
910
968.65
92100
962.53
Dec-11
985
1015.5
905.55
920.05
76200
914.23
Jan-12
930
1224.8
916.85
1181
153000 1173.53
Feb-12
1195
1375
1182 1256.25
84100 1248.31
Mar-12
1268
1428.2
1249.7
1349.1
79000 1340.57
Apr-12
1354
1415
1262.1
1369.9
56200 1361.24
May-12
1375 1380.05
1098.3 1106.45
75500 1099.45
Jun-12
1116.5
1176
1060 1169.75
93400 1162.35
Jul-12 1175.15
1249.7
1094.6 1144.55
198900 1137.31

Date
Open
High
Low
Close
Volume
Adj Close
Aug-09 1950.05
2075
1945
2004.1
844700 1938.28
Sep-09
2017
2210.9
1887.7
2201.2 1492100 2128.91
Oct-09
2189.7
2240.3
1921.6 1931.25 1035900 1879.08
Nov-09 1919.95
2225.9 1011.25
1062.8
988500 1034.09
Dec-09 1069.95
1120
990
1089.4
868900 1059.97
Jan-10
1094
1184.7
1018 1046.55 1888500 1018.28
Feb-10 1037.95
1059
961
978
964800
951.58
Mar-10
986.6
1109.4
979.95 1074.65
822600 1045.62
Apr-10 1080.05
1171 1012.05
1032.5
871000 1004.61
May-10
1024.7
1093.6
976.35 1045.05 1113300 1023.75
Jun-10
1045
1092.9
840.55
1086.9
916000 1064.75
Jul-10
1083.6
1085
1004
1009.6
669900
989.02
Aug-10 1020.05
1029.7
915.1
918.85 1169500
900.12
Sep-10
931
1048
885.15
986.35
994900
966.25
Oct-10
992
1110
991
1095.8
963000 1073.47
Nov-10
1121.1
1187
958.9
986.8
814000
966.69
Dec-10
985
1075
977.2 1058.25
601800 1036.68
Jan-11
1062
1090
903.1
919.25 1037300
900.51
Feb-11
926 1008.65
885
964.95 1221600
945.28
Mar-11
971.5
1054.5
964.1
1047.8
823400 1026.44
Apr-11 1048.95 1065.55
971.65
981.95
529600
961.94
May-11
983.7
987
899.25
951.75
491300
940.29
Jun-11
950.5
967.9
829
897.6
664600
886.8
Jul-11
900 1040.25
693.55
827.7
604800
817.74
Aug-11
837
845
713.55
781.5
727600
772.09
Sep-11
795.55
859
748.5
808.3 1070500
798.57
Oct-11
794.4
899.9
761.65
877.75
768600
867.19
Nov-11
869
902
751.15
778.8
800500
769.43
Dec-11
798.55
819
690
692.9 1037300
684.56
Jan-12
697.9
825
687.55
815.45
955700
805.64
Feb-12
819.5
864.45
765.75
818.65
886300
808.8
Mar-12
812.7
829.45
719.4
748.25
627300
739.24
Apr-12
750
762.4
724.05
745.2
588800
736.23
May-12
749
750.9
673.55
706
533600
706
Jun-12
707.5
742.5
678
737.45
467400
737.45
Jul-12
736.1
742.9
712.6
722.65
265700
722.65

Date
TCS
SBI
HUL
Maruti
RIL
Aug-09
507.23 1666.41
243.98 1411.48 1938.28
Sep-09
596.12 2099.16
246.79 1669.13 2128.91
Oct-09
604.6 2094.67
265.67 1378.42 1879.08
Nov-09
663.49 2139.75
270.74 1534.34 1034.09
Dec-09
723.89 2169.67
251.28 1532.32 1059.97
Jan-10
711.96 1967.52
231.68 1365.74 1018.28
Feb-10
736.7 1898.72
223.76 1437.91
951.58
Mar-10
755.87 1997.85
226.56 1391.34 1045.62
Apr-10
741.54 2208.25
226.84 1257.33 1004.61
May-10
718.3
2179.8
224.71 1215.28 1023.75
Jun-10
730.91 2231.78
253.32 1398.66 1064.75
Jul-10
820.36 2427.31
241.49 1177.16
989.02
Aug-10
823.04 2680.39
254.28 1239.88
900.12
Sep-10
899.8 3134.43
296.21 1422.56
966.25
Oct-10 1025.86 3054.94
282.84 1531.41 1073.47
Nov-10 1052.15 2902.64
290.42 1405.58
966.69
Dec-10 1138.48 2725.18
303.44 1402.47 1036.68
Jan-11 1132.66 2560.37
263.46 1236.82
900.51
Feb-11
1089.4
2551.6
274.1
1191.3
945.28
Mar-11 1157.47 2683.35
276.53 1247.43 1026.44
Apr-11 1138.97
2719.9
277.11 1302.91
961.94
May-11 1134.28 2256.69
296.2 1211.84
940.29
Jun-11 1163.28 2362.91
333.03 1143.67
886.8
Jul-11 1120.97
2300.1
318.08 1192.49
817.74
Aug-11 1028.24 1939.18
315.09 1085.44
772.09
Sep-11 1025.18 1876.91
334.09 1074.56
798.57
Oct-11 1104.03 1872.59
368.45 1118.53
867.19
Nov-11 1102.94 1731.31
392.52
962.53
769.43
Dec-11 1150.65 1590.53
404.11
914.23
684.56
Jan-12 1123.28 2024.18
375.92 1173.53
805.64
Feb-12 1213.26 2203.27
376.76 1248.31
808.8
Mar-12
1160.4 2057.52
406.19 1340.57
739.24
Apr-12 1236.95
2099.7
412.59 1361.24
736.23
May-12 1237.85
2055.6
422.84 1099.45
706
Jun-12 1277.55 2159.15
450.24 1162.35
737.45
Jul-12 1223.05 2134.55
445.85 1137.31
722.65

Date

TCS
Jul-12
Jun-12
May-12
Apr-12
Mar-12
Feb-12
Jan-12
Dec-11
Nov-11
Oct-11
Sep-11
Aug-11
Jul-11
Jun-11
May-11
Apr-11
Mar-11
Feb-11
Jan-11
Dec-10
Nov-10
Oct-10
Sep-10
Aug-10
Jul-10
Jun-10
May-10
Apr-10
Mar-10
Feb-10
Jan-10
Dec-09
Nov-09
Oct-09
Sep-09
Aug-09

Average Return
Standard Deviations

SBI

0.17524594
0.01422532
0.09740324
0.09103378
-0.0164804
0.03474914
0.02602145
-0.01895829
-0.03134018
0.01755534
0.12238169
0.00326686
0.093264
0.1400978
0.02562728
0.08205104
-0.00511208
-0.03819328
0.06248394
-0.01598314
-0.00411776
0.02556688
-0.03637129
-0.082723
-0.00297596
0.07691332
-0.00098729
0.04325711
-0.02378656
0.08010469
-0.04356857
0.06596863
0.0007276
0.03207174
-0.04265978

0.259689992
-0.002138951
0.02152129
0.013982942
-0.093170851
-0.034967878
0.052208856
0.105313212
-0.012883505
0.023846224
0.087611682
0.104263567
0.16939326
-0.025360273
-0.04985368
-0.061137447
-0.060476739
-0.003425286
0.051634269
0.013621033
-0.170304055
0.047068937
-0.02658163
-0.156914917
-0.032111511
-0.002301655
-0.075446307
-0.081314149
0.272644967
0.088475333
-0.066151675
0.020500408
-0.021003
0.050374586
-0.011393372

0.02705026
0.05839674

0.011291819
0.095282647

HUL

Maruti

0.011517337
0.076502289
0.019083826
-0.071877078
-0.078000637
-0.034185083
0.012513407
0.001235876
-0.009389878
0.127319656
-0.046699826
0.052962856
0.164896964
-0.045136896
0.026799604
0.044831623
-0.131755866
0.040385637
0.008865378
0.002097422
0.068889611
0.124341661
-0.044890851
-0.009400151
0.060300232
0.102846538
0.065327724
0.029527158
-0.069758234
0.002234518
0.078113388
0.015756173
0.024843065
0.064799924
-0.009750355

RIL

0.182538895
-0.174168579
0.113115016
-0.001316527
-0.108710974
0.052843147
-0.032387284
-0.096317219
-0.033443885
0.150895267
-0.158365864
0.053280777
0.147336839
0.076516983
-0.082166108
-0.00221261
-0.118113043
-0.036804062
0.047116595
0.044475442
-0.069897384
-0.056253301
0.042687139
-0.089770145
-0.010023585
0.040919074
-0.139468767
-0.050180254
0.283626658
0.063722274
0.073907924
0.015418814
-0.192317299
0.057210423
-0.021542565

0.098350084
-0.117351133
-0.449682824
0.025026835
-0.039331302
-0.065502612
0.098825112
-0.039220749
0.019052169
0.04004884
-0.071124677
-0.089886959
0.073467982
0.110965071
-0.099471806
0.072401701
-0.131352008
0.049716272
0.085858158
-0.062838549
-0.022506601
-0.056886705
-0.077875507
-0.05582459
0.03429652
0.085928597
-0.112731927
-0.110302432
0.176872736
0.003922347
-0.086003956
-0.004071749
-0.041060538
0.044546742
-0.020069157

0.019289915 -0.000795662
0.063248626 0.105662922

-0.020966189
0.10794667

Corelation Matrix
TCS
TCS
SBI
HUL
Maruti
RIL

1
0.414285
0.054583
0.292273
0.127823

SBI
0.414285263
1
0.040181876
0.592504701
0.35465948

HUL
0.054582688
0.040181876
1
0.115435557
0.052414018

Maruti
RIL
0.292273 0.127823402
0.592505
0.35465948
0.115436 0.052414018
1 0.330602581
0.330603
1

HUL
0.000201602
0.000242156
0.004000389
0.00077146
0.000357856

Maruti
RIL
0.001803 0.000805765
0.005965
0.00364783
0.000771 0.000357856
0.011165
0.00377084
0.003771 0.011652484

Covariance Matrix

TCS
SBI
HUL
Maruti
RIL

TCS
0.00341
0.002305
0.000202
0.001803
0.000806

SBI
0.002305164
0.009078783
0.000242156
0.005965244
0.00364783

Portfolio Variance

TCS
SBI
HUL
Maruti
RIL
Total

Weight
0.228315
0
0.376558
0.100075
0.295051
1

TCS
SBI
0.228315098
0.000177765
0
1.73325E-05
4.12061E-05
5.42801E-05
0.000290584

0.006175983

0
0
0
0
0
0
0

HUL
Maruti
0.376558 0.100075274
1.73E-05 4.12061E-05
0
0
0.000567 2.90718E-05
2.91E-05 0.000111815
3.98E-05 0.000111343
0.000653 0.000293435

0 0.007264

RIL
0.295051
5.43E-05
0
3.98E-05
0.000111
0.001014
0.00122

-7.96261E-05 -0.006186

MVE

0.002457215 Portfolio Variance

0.049570306 Portfolio Std. deviation
0.007174 Portfolio Return

1.00122

Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14

return
0.007174
0.007533
0.007909
0.00872
0.011129
0.013
0.015
0.018
0.019
0.02
0.022
0.024
0.025
0.02705

s.d
1.00122
1.001207
1.001186
1.001142
1.001034
1.000971
1.000925
1.000894
1.000895
1.0009
1.000928
1.000985
1.001101
1.001704

Utility (A=3)
-0.78626223
-0.75035268
-0.71262525
-0.63142421
-0.39016304
-0.20291586
-0.00277637
0.29731584
0.39731471
0.49729772
0.69721322
0.8970443
0.99669415
1.19988473

0.03
0.025
0.02
0.015
0.01
0.005
0
1.0008

1.001

1.0012

Series1

1.0014

1.0016

1.0018

Corelation Matrix
TCS
TCS
SBI
HUL
Maruti
RIL

SBI
1
0.35
0.04
0.2
0.08

HUL
0.35
1
0.031
0.45
0.3

Maruti
0.04
0.031
1
0.07
0.04

RIL
0.2
0.45
0.07
1
0.25

0.08
0.3
0.04
0.25
1

Covariance Matrix

TCS
SBI
HUL
Maruti
RIL

TCS
SBI
HUL
Maruti
RIL
0.00341
0.001947468 0.000147741 0.001234074
0.000504299
0.001947
0.009078783 0.000186821 0.004530529
0.003085633
0.000148
0.000186821 0.000160016 0.000467812
0.000273099
0.001234
0.004530529 0.000467812 0.011164653
0.00285149
0.000504
0.003085633 0.000273099
0.00285149
0.006303733

Portfolio Variance
TCS
Weight
TCS
SBI
HUL
Maruti
RIL
Total

0
0
0.699004
0
0.300996
1

SBI
0
0
0
0
0
0
0

0
0
0
0
0
0
0

HUL
Maruti
0.699004287
0
0
7.81847E-05
0
5.74593E-05
0.000135644
0.013483733

0
0
0
0
0
0
0
0

Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14

return
0.007174
0.007533
0.007909
0.00872
0.011129
0.013
0.015
0.018
0.019
0.02
0.022
0.024
0.025
0.02705

s.d
1.000382
1.000365
1.000348
1.000314
1.000225
1.00017
1.000126
1.000087
1.000081
1.000093
1.000276
1.000675
1.000957
1.001704

Utility (A=3)
-0.78375
-0.74783
-0.71011
-0.62894
-0.38773
-0.20051
-0.00038
0.29974
0.399757
0.499722
0.699173
0.897973
0.997128
1.199885

0.03
0.025
0.02
0.015
0.01

RIL
0.300995713
0
0
5.74593E-05
0
0.000571108
0.000628568
-0.006310733

MVE

0.005
0
0.9995

0 proj variance
1.000382
proj s.d.
0.007173 proj return

1.000382

1.0005

1.001

1.0015

1.002

Series1

1.002

Corelation Matrix
TCS
TCS
SBI
HUL
Maruti
RIL

SBI
1
0.49
0.063
0.38
0.24

HUL
0.49
1
0.052
0.7
0.47

Maruti
0.063
0.052
1
0.18
0.061

RIL
0.38
0.7
0.18
1
0.45

0.24
0.47
0.061
0.45
1

Covariance Matrix

TCS
SBI
HUL
Maruti
RIL

TCS
SBI
HUL
Maruti
RIL
0.00341 0.0027265 0.0002327 0.0023447 0.0015129
0.002726 0.0090788 0.0003134 0.0070475 0.0048342
0.000233 0.0003134 0.0040004 0.0012029 0.0004165
0.002345 0.0070475 0.0012029 0.0111647 0.0051327
0.001513 0.0048342 0.0004165 0.0051327 0.0063037

Portfolio Variance

TCS
SBI
HUL
Maruti
RIL
Total

Weight
0.435535
0
0.411201
0
0.153264
1

TCS
SBI
0.4355347
0.0006469
0
4.167E-05
0
0.000101
0.0007895
0.0117813

0
0
0
0
0
0
0
0

HUL
Maruti
0.4112012
4.167E-05
0
0.0006764
0
2.625E-05
0.0007443
0.007932

0
0
0
0
0
0
0

RIL
0.1532641
0.000101
0
2.625E-05
0
0.0001481
0.0002753

0 -0.0032134

MVE

Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

return
0.007174
0.007533
0.007909
0.008305
0.011129
0.013
0.014
0.015
0.0165
0.018
0.019
0.02
0.022
0.024
0.025
0.02705

s.d
0.045268
0.045065
0.04486
0.044652
0.043442
0.042912
0.042722
0.042597
0.042534
0.042621
0.042762
0.042969
0.043574
0.044557
0.047074
0.058397

Utility (A=3)
0.714326
0.750224
0.787915
0.827489
1.11011
1.297238
1.397262
1.497278
1.647286
1.797275
1.897257
1.997231
2.197152
2.397022
2.496676
2.699885

0.03
0.025
0.02
0.015

Series1

0.01
0.005
0
0

0.01

0.0018092 proj variance

0.0425345
proj s.d.
0.0165 proj return

0.02

0.03

0.04

0.05

0.06

0.07