Ch: AutoSave Insert Draw Page Layout Formulas Data Review View Tell Home Times New Roman 10 A A" Paste U v Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check E44 fe =E40*E15 G A B 51 52 b. The partial model lists 66 different combinations of portfollo welghts. For each combination of welghts, 53 find the required return and standard deviation. 54 55 Hint: Use the formula to calculate the variance for each Uprtfolio and then copy it down, This formula should 56 have six values in it: 1 for Stock A, 1 for Stock B, 1 for Stock C, one for the cross-term of A and B, 1 for the 57 cross-term of A and C, and 1 for the cross term of B and C. The results for portfolio #36 should match your 58 results in part a. 59 60 61 62 Portoflio # WA WB Variance 63 1 0.0 0.0 1.0 64 0.0 0.1 0.9 65 0.0 0.2 0.8 66 0.0 0.3 0.7 67 0.0 0.4 0.6 68 0.0 0.5 0,5 0.4 69 70 0.0 0.6 8. 0,0 0.7 0.3 71 0.0 0.8 0.2 72 10 0.0 0.9 0.1 73 11 0.0 1.0 0.0 74 12 0.1 0.0 0.9 75 13 0.1 0.1 0.8 76 14 0.1 0.2 0.7 77 15 0.1 0.3 0.6 78 79 16 0.1 0.4 0.5 17 0.1 0.5 0,4 80 18 0.1 0.6 0.3 81 19 0.1 0.7 0.2 82 20 0.1 0.8 0.1 83 21 0.1 0.9 0.0 84 22 0.2 0.0 0.8 85 23 0.2 0.1 0.7 86 24 0.2 0.2 0.6 87 25 0.2 0.3 0.5 88 26 0.2 0.4 0.4 89 27 0.2 0.5 0.3 90 28 0.2 0.6 0.2 Ch 6-6 Ch 6-13 Ch 25-5 Ch 25-7 Build a Model Ready 国
Ch: AutoSave Insert Draw Page Layout Formulas Data Review View Tell Home Times New Roman 10 A A" Paste U v Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check E44 fe =E40*E15 G A B 51 52 b. The partial model lists 66 different combinations of portfollo welghts. For each combination of welghts, 53 find the required return and standard deviation. 54 55 Hint: Use the formula to calculate the variance for each Uprtfolio and then copy it down, This formula should 56 have six values in it: 1 for Stock A, 1 for Stock B, 1 for Stock C, one for the cross-term of A and B, 1 for the 57 cross-term of A and C, and 1 for the cross term of B and C. The results for portfolio #36 should match your 58 results in part a. 59 60 61 62 Portoflio # WA WB Variance 63 1 0.0 0.0 1.0 64 0.0 0.1 0.9 65 0.0 0.2 0.8 66 0.0 0.3 0.7 67 0.0 0.4 0.6 68 0.0 0.5 0,5 0.4 69 70 0.0 0.6 8. 0,0 0.7 0.3 71 0.0 0.8 0.2 72 10 0.0 0.9 0.1 73 11 0.0 1.0 0.0 74 12 0.1 0.0 0.9 75 13 0.1 0.1 0.8 76 14 0.1 0.2 0.7 77 15 0.1 0.3 0.6 78 79 16 0.1 0.4 0.5 17 0.1 0.5 0,4 80 18 0.1 0.6 0.3 81 19 0.1 0.7 0.2 82 20 0.1 0.8 0.1 83 21 0.1 0.9 0.0 84 22 0.2 0.0 0.8 85 23 0.2 0.1 0.7 86 24 0.2 0.2 0.6 87 25 0.2 0.3 0.5 88 26 0.2 0.4 0.4 89 27 0.2 0.5 0.3 90 28 0.2 0.6 0.2 Ch 6-6 Ch 6-13 Ch 25-5 Ch 25-7 Build a Model Ready 国
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
What formula do I use to find the variance, portfolio return and standard deviation in excel, given different combination of portfolio weights
Transcribed Image Text:Ch:
AutoSave
Insert
Draw
Page Layout
Formulas
Data
Review
View
Tell
Home
Times New Roman
10
v A A"
Paste
4. A v
Office Update To keep up-to-date with security updates, fixes, and improvements, choose Check
E44
fx =E40*E15
A
B
D
G
51
52 b. The partial model lists 66 different combinations of portfollo welghts. For each combination of welghts,
53 find the required return and standard devlation.
54
55 Hint: Use the formula to calculate the variance for each Uprtfolio and then copy it down. This formula should
56 have six values in it: 1 for Stock A, 1 for Stock B, 1 for Stock C, one for the cross-term of A and B, 1 for the
cross-term of A and C, and 1 for the cross term of B and C. The results for portfolio #36 should match your
58 results in part a.
57
59
60
61
62
Portoflio #
WA
Wg
We
Variance
63
1
0.0
0.0
1.0
64
0.0
0.1
0.9
65
0.0
0.2
0.8
66
0.0
0.3
0.7
67
0.0
0.4
0.6
0.5
0,5
68
69
0.0
0.0
0.6
0.4
70
8.
0,0
0.7
0.3
71
9.
0.0
0.8
0.2
72
10
0.0
0.9
0.1
73
11
0.0
1.0
0.0
74
12
0.1
0.0
0.9
75
13
0.1
0.1
0.8
76
14
0.1
0.2
0.7
77
15
0.1
0.3
0.6
78
79
16
0.1
0.4
0.5
17
0.1
0.5
0.4
80
18
0.1
0.6
0.3
81
19
0.1
0.7
0.2
82
20
0.1
0.8
0.1
83
21
0.1
0.9
0.0
84
22
0.2
0.0
0.8
85
23
0.2
0.1
0.7
86
24
0.2
0.2
0.6
87
25
0.2
0.3
0.5
88
26
0.2
0.4
0.4
89
27
0.2
0.5
0.3
90
28
0.2
0.6
0.2
Ch 6-6
Ch 6-13
Ch 25-5
Ch 25-7 Build a Model
Ready
国
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