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0.0179841 0.0171119 0.0179575 0.0176698 0.0198568 0.0217837 0.0249151 0.0212482 0.0224836 0.0180561
-0.000134 0.0011823 -0.000676 0.0006029 0.000655 0.0006911 -2.6E-05 -0.0008 -0.000235 0.0003358
BVH CII
0.0145833 0
-0.034205 0
0.0040404 0.0027778
0.0040568 -0.008264
-0.011033 -0.013587 VNM VCB MSN FPT MWG
-0.001002 0.0027248 VNM 1
0.0091001 -0.00542 VCB 0.432275 1
0.0154004 -0.010724 MSN 0.3089417 0.3031275 1
0.0061983 0 FPT 0.3803673 0.4256833 0.3448949 1
0.0051921 0.0108401 MWG 0.3616334 0.4557317 0.3553737 0.6242069 1
0.0020812 0.019337 BID 0.4069906 0.5390282 0.3478963 0.5284185 0.5902489
-0.011317 0.0055556 HPG 0.3053821 0.3210461 0.3033766 0.4082225 0.4699356
0.019937 0.0027855 SSI 0.4475303 0.4394328 0.4431583 0.5574526 0.6308323
-0.013458 -0.002778 DPM 0.2981745 0.3077372 0.305718 0.4069533 0.3343131
-0.020284 0.011236 CSM 0.2602418 0.254955 0.1219512 0.2904957 0.2521387
-0.012024 -0.011111 BVH 0.4551572 0.4486175 0.3289549 0.4102105 0.4718995
0.0173293 0.0027855 CII 0.2486815 0.3077087 0.1582053 0.2961101 0.3294706
-0.04386 -0.024457 PNJ 0.4075588 0.4713213 0.2954719 0.4796092 0.6159809
-0.007737 -0.013405 VHM 0.4107926 0.4697767 0.3827936 0.383571 0.4416846
0.0038835 -0.002674 VHC 0.2820784 0.1888556 0.1787786 0.2502541 0.2944352
0.0320641 0.0108108
0.0385016 -0.023747
0.0094538 -0.002632
0 0.0382514
0.0042194 0.0082645
0.010661 -0.010899 VNM VCB MSN FPT MWG
0.0229008 0.0251397 VNM 0.0003227
0.0121413 0.005618 VCB 0.0001326 0.0002915
0 -0.008357 MSN 9.954E-05 9.283E-05 0.0003217
0.0156951 -0.002778 FPT 0.0001206 0.0001283 0.0001092 0.0003115
-0.01978 0.0315186 MWG 0.0001288 0.0001543 0.0001264 0.0002185 0.0003934
-0.007634 0.0057637 BID 0.0001591 0.0002002 0.0001358 0.0002029 0.0002547
-0.023429 -0.016997 HPG 0.0001365 0.0001364 0.0001354 0.0001793 0.000232
0.0330033 -0.002825 SSI 0.0001706 0.0001592 0.0001687 0.0002088 0.0002655
0.0044199 -0.008403 DPM 0.0001203 0.000118 0.0001231 0.0001613 0.0001489
-0.003304 0.0142045 CSM 8.431E-05 7.85E-05 3.945E-05 9.247E-05 9.019E-05
0.0111359 0.0144092 BVH 0.0001839 0.0001723 0.0001327 0.0001628 0.0002105
-0.009923 0 CII 8.713E-05 0.0001025 5.535E-05 0.0001019 0.0001274
-0.01413 -0.019774 PNJ 0.0001615 0.0001775 0.0001169 0.0001867 0.0002695
0.0154525 0 VHM 0.0001462 0.0001588 0.000136 0.0001341 0.0001735
0.0486111 0.0114286 VHC 0.0001686 0.0001073 0.0001067 0.000147 0.0001943
0.0693069 0.0057471
-0.004926 -0.005714
0.0124688 -0.005682
-0.042959 0.0232558
0.0332922 0.005848
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0.0072917 0.0027855
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0.0010526 0.0055096
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0.0031414 -0.00274
0.0116525 0.0082873
0 -0.005495
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0.0107527 0.00271
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0.0206746 -0.005495
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0.03125 0.0132275
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0 0
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0.0014993 0
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0.0028531 0.0367171
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0.0027174 0.0062241
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0.0120321 0.0681818
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0.0027739 0.0121951
-0.015027 0.002445
0.001368 -0.004866
0.0152778 0.0123153
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0 -0.002421
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0.0235457 0.0098522
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0.0087391 -0.002222
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0 -0.008734
0 0
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0.0051881 0.0086957
0.0104849 -0.012876
0 -0.002141
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0.002551 0
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0.0154242 0.0086957
0.022339 -0.010753
0.0381992 -0.002146
0.0068681 0
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0.0562414 0
-0.049544 0.0217391
-0.069175 -0.029536
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0.0166113 0.0236559
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0.0054945 -0.006263
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0.0095643 0.0020284
0.0042689 -0.021825
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0.0107527 -0.008032
-0.013786 -0.004
-0.007368 0.0080645
0 0.0020202
-0.010417 0
0.0031348 0.0020243
0.0116279 0.0102249
-0.009424 0.0020492
-0.006243 -0.031746
0.0010417 0.016129
-0.016393 -0.027451
0.0241343 0.0240964
0.0031579 0.0163265
-0.013499 0
0.0052192 -0.002037
-0.002083 -0.006073
0.0020877 0.0334728
0.0020921 0.0042017
0.0020964 0.0106157
-0.012422 -0.002119
-0.014286 -0.010482
-0.003052 0.0414847
0.0186528 -0.017167
0.0298826 0.0021505
-0.003191 -0.03125
-0.012605 -0.022403
0.0214592 0.0446809
-0.017914 -0.006342
-0.01658 0.0418502
0.0115304 -0.015184
-0.00625 0.0043573
0.0191083 -0.015021
0.0129032 0.008658
-0.026178 0.0087336
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0.0147213 0.0085837
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0.037961 -0.013043
-0.04456 -0.029536
0.0222458 0.0085106
0.0139635 0.0217391
0.0130577 0.0043668
0.0177187 -0.043841
0 0.0256959
0.0033333 0.0309051
-0.021739 -0.044304
0.0010881 0
0 -0.004202
0.0211111 -0.008333
0.0146561 -0.012346
0.0022599 0.0062112
-0.021018 -0.022267
0.0100559 -0.006036
0.005618 -0.00996
0.0090703 0.0244898
-0.004515 -0.039216
0 0
-0.006726 0.0119048
0.0022472 -0.030769
#DIV/0! #DIV/0!
0.0225178 0.0195259
-0.001131 -0.000649
BID HPG SSI DPM CSM BVH CII
1
0.3697723 1
0.6253086 0.4644838 1
0.3523411 0.3076989 0.4074943 1
0.2056335 0.2144342 0.2471827 0.1407234 1
0.5508136 0.3413136 0.5362336 0.3634809 0.1651861 1
0.2806517 0.2261065 0.2869998 0.2572825 0.1917281 0.2706348 1
0.5602118 0.3973024 0.4910543 0.2727821 0.1954537 0.4476863 0.2851833
0.4127812 0.3253289 0.4759706 0.2822311 0.2303275 0.402284 0.1882191
0.2885017 0.1959891 0.3370759 0.2324434 0.1458273 0.3029381 0.0772152
0.0004734
0.0002002 0.0006193
0.0002888 0.0002453 0.0004504
0.0001722 0.000172 0.0001942 0.0005044
8.07E-05 9.625E-05 9.462E-05 5.7E-05 0.0003253
0.0002696 0.000191 0.000256 0.0001836 6.701E-05 0.0005059
0.0001191 0.0001097 0.0001188 0.0001127 6.744E-05 0.0001187 0.0003804
0.0002689 0.0002181 0.0002299 0.0001351 7.775E-05 0.0002221 0.0001227
0.0001779 0.0001604 0.0002001 0.0001255 8.227E-05 0.0001792 7.27E-05
0.0002089 0.0001623 0.0002381 0.0001737 8.753E-05 0.0002268 5.012E-05
Stock Weight Expected Return *W*E
VNM 0 0.0001338286036 0
VCB 0.0615808916 0.0011822891103 7.281E-05
MSN 0.0615227812 0.0006760850981 4.159E-05
FPT 0.06154276 0.0006028991504 3.71E-05
MWG 0.0613909457 0.0006550087448 4.021E-05
BID 0.061257187 0.0006910639182 4.233E-05
HPG 0.0610398295 2.59848056E-05 1.586E-06
SSI 0.0612943608 0.0007999021084 4.903E-05
DPM 0.0612086055 0.0002354521543 1.441E-05
CSM 0.0615159398 0.0003358330573 2.066E-05
BVH 0.0612062282 0.0011312021629 6.924E-05
CII 0.0614139081 0.0006486458141 3.984E-05
0.6749734373
Portfolio Return 0.000429
Covariance Matrix
#REF! #REF!