50%

Date
3/31/2015
4/1/2015
5/1/2015
6/1/2015
7/1/2015
8/3/2015
9/1/2015
10/1/2015
11/2/2015
12/1/2015
1/4/2016
2/1/2016
3/1/2016
4/1/2016

infy
16.94598
14.9654
15.39533
15.53905
16.57825
16.81354
18.71549
17.96375
16.49974
16.56899
17.71645
16.63823
18.81446
19.04197

50%

tatasteel
299.9802
341.2719
311.1081
288.4735
240.6955
219.7358
207.2575
240.4031
223.8303
253.2713
243.4251
242.8402
311.6661
309.7651

Ra

Rb

Rp

-0.116876
0.028728
0.009335
0.066877
0.014193
0.11312
-0.040166
-0.081498
0.004197
0.069254
-0.06086
0.130797
0.012093

0.137648
-0.088386
-0.072755
-0.165624
-0.08708
-0.056788
0.159925
-0.068938
0.131533
-0.038876
-0.002403
0.283421
-0.006099

0.010386 -0.058438
-0.029829
-0.03171
-0.049373
-0.036443
0.028166
0.059879
-0.075218
0.067865
0.015189
-0.031631
0.207109
0.002997

Mean
Variance
stdev
covar
corr

0.01476
0.00966
0.00966
0.004951 0.015276 0.015276
0.07036 0.123596 0.123596
-0.000407
-0.046758

wi
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%

wj
100.00%
90.00%
80.00%
70.00%
60.00%
50.00%
40.00%
30.00%
20.00%
10.00%
0.00%

Mean
0.00966
0.009841
0.010023
0.010205
0.010386
0.010568
0.01075
0.010931
0.011113
0.011295
0.011476

variance
0.015276
0.012417
0.009954
0.007895
0.006245
0.005006
0.00418
0.003765
0.003759
0.004156
0.004951

stdev
0.123596
0.11143
0.099769
0.088854
0.079023
0.070752
0.064649
0.061358
0.061307
0.064468
0.07036