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  • Efficient Frontier

    Transféré par

    Avinash Singh
    5 vues3 pages
    portfolio analysis

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    portfolio analysis

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    Attribution Non-Commercial (BY-NC)
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    Signaler comme contenu inapproprié
    5 vues3 pages

    Efficient Frontier

    Transféré par

    Avinash Singh
    portfolio analysis

    Droits d'auteur :

    Attribution Non-Commercial (BY-NC)
    Téléchargez comme XLSX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 3

    Stocks

    t-bills
    bonds
    100.0%
    0.0%
    0.0%
    90.0%
    10.0%
    0.0%
    80.0%
    20.0%
    0.0%
    70.0%
    30.0%
    0.0%
    60.0%
    40.0%
    0.0%
    50.0%
    50.0%
    0.0%
    40.0%
    60.0%
    0.0%
    30.0%
    70.0%
    0.0%
    20.0%
    80.0%
    0.0%
    10.0%
    90.0%
    0.0%
    0.0%
    100.0%
    0.0%
    0.0%
    0.0%
    100.0%
    0.0%
    10.0%
    90.0%
    0.0%
    20.0%
    80.0%
    0.0%
    30.0%
    70.0%
    0.0%
    40.0%
    60.0%
    0.0%
    50.0%
    50.0%
    0.0%
    60.0%
    40.0%
    0.0%
    70.0%
    30.0%
    0.0%
    80.0%
    20.0%
    0.0%
    90.0%
    10.0%
    100.0%
    0.0%
    0.0%
    90.0%
    0.0%
    10.0%
    80.0%
    0.0%
    20.0%
    70.0%
    0.0%
    30.0%
    60.0%
    0.0%
    40.0%
    50.0%
    0.0%
    50.0%
    40.0%
    0.0%
    60.0%
    30.0%
    0.0%
    70.0%
    20.0%
    0.0%
    80.0%
    10.0%
    0.0%
    90.0%
    33.3%
    33.3%
    33.3%
    25.0%
    50.0%
    25.0%
    50.0%
    25.0%
    25.0%
    25.0%
    25.0%
    50.0%
    20.0%
    60.0%
    20.0%
    60.0%
    20.0%
    20.0%

    Expected
    Return

    Standard
    Deviatio
    Variance n

    12.7
    12.1
    11.4
    10.8
    10.1
    9.4
    8.8
    8.1
    7.5
    6.8

    0.0283
    0.0226
    0.0177
    0.0134
    0.0097
    0.0067
    0.0044
    0.0028
    0.0018
    0.0014

    16.8%
    15.0%
    13.3%
    11.6%
    9.9%
    8.2%
    6.6%
    5.3%
    4.2%
    3.8%

    6.2
    7.0
    6.9
    6.8
    6.8
    6.7
    6.6
    6.5
    6.4
    6.3
    6.2
    12.7
    12.2
    11.6
    11.0
    10.4
    9.9
    9.3
    8.7
    8.2
    7.6
    8.6
    8.0
    9.7
    8.2
    7.6
    10.3

    0.0017
    0.0104
    0.0087
    0.0072
    0.0059
    0.0048
    0.0038
    0.0031
    0.0025
    0.0020
    0.0018
    0.0283
    0.0231
    0.0188
    0.0151
    0.0122
    0.0101
    0.0087
    0.0080
    0.0080
    0.0089
    0.0047
    0.0030
    0.0079
    0.0049
    0.0023
    0.0106

    4.2%
    10.2%
    9.3%
    8.5%
    7.7%
    6.9%
    6.2%
    5.5%
    5.0%
    4.5%
    4.2%
    16.8%
    15.2%
    13.7%
    12.3%
    11.1%
    10.0%
    9.3%
    8.9%
    9.0%
    9.4%
    6.9%
    5.5%
    8.9%
    7.0%
    4.8%
    10.3%

    12.7
    12.1
    11.4
    10.8
    10.1
    9.4
    8.8
    8.1
    7.5
    6.8

    16.8%
    15.0%
    13.3%
    11.6%
    9.9%
    8.2%
    6.6%
    5.3%
    4.2%
    3.8%

    6.2
    7.0
    6.9
    6.8
    6.8
    6.7
    6.6
    6.5
    6.4
    6.3
    6.2
    12.7
    12.2
    11.6
    11.0
    10.4
    9.9
    9.3
    8.7
    8.2
    7.6
    8.6
    8.0
    9.7
    8.2
    7.6
    10.3

    4.2%
    10.2%
    9.3%
    8.5%
    7.7%
    6.9%
    6.2%
    5.5%
    5.0%
    4.5%
    4.2%
    16.8%
    15.2%
    13.7%
    12.3%
    11.1%
    10.0%
    9.3%
    8.9%
    9.0%
    9.4%
    6.9%
    5.5%
    8.9%
    7.0%
    4.8%
    10.3%

    Standard Deviation return


    X axis
    Yaxis
    16.8
    12.7
    15.0
    12.1
    13.3
    11.4
    11.6
    10.8
    9.9
    10.1
    8.2
    9.4
    6.6
    8.8
    5.3
    8.1
    4.2
    7.5
    3.8
    6.8
    4.2
    6.2
    10.2
    7.0
    9.3
    6.9
    8.5
    6.8
    7.7
    6.8
    6.9
    6.7
    6.2
    6.6
    5.5
    6.5
    5.0
    6.4
    4.5
    6.3
    4.2
    6.2
    16.8
    12.7
    15.2
    12.2
    13.7
    11.6
    12.3
    11.0
    11.1
    10.4
    10.0
    9.9
    9.3
    9.3
    8.9
    8.7
    9.0
    8.2
    9.4
    7.6
    6.9
    8.6
    5.5
    8.0
    8.9
    9.7
    7.0
    8.2
    4.8
    7.6
    10.3
    10.3

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