Considering the attached set of securities and portfolio returns:Choose different values within the range of the standard deviation of the portfolio, and for each chosen value, locate the corresponding point on the efficient frontier by finding the weights that maximize the expected rate of return of the portfolio. Individual Portfolio AssetsAnnualizedAllocationMean ReturnsStdDevSharpe Ratio0.44TickersPercentageNameAllocation (w)(Volatility a)(H)6.24%WMT20.00% Walmart Inc0.2015.65%KO10.00% Coca-Cola Co0.104.06%14.89%0.31PFE5.00% Pfizer Inc.0.050.33%15.33%0.06cvs25.00% CVS Health Corp0.257.33%24.75%0.32BRK.A40.00% Berkshire Hathaway Inc. Class A0.409.53%16.05%0.63Portfolio Calculations (Annualized)ExpectedStdDev# AssetsAllocationSharpe RatioReturns(Volatility o)100.00%7.32%13.74%0.58Portfolio Coorelation MatrixWMTкоPFECVsBRK.AWMT1.0000.2400.0850,3480.318ко0.2400.9850.1400.3500.567PFE0.0850.1400.9680.1980.168CVs0.3480.3500.1980.9990.457BRK.A0.3180.5670.1680.4570.994Portfolio Annualized Covariance MatrixWMTкоPFECVsBRK.AWMT0.0270.0070.0040.0140.009ко0.0070.0280.0060.0140.016PFE0.0040.0060.0680.0130.007CVs0.0140.0140.0130.0590.018BRK.A0.0090.0160.0070.0180.027

Tickers % Name Allocation Mean stdev sharpe ratio WMT 20.00% Walmart Inc 0.2 6.24% 15.65% 0.44…

| Tickers WMT ко PFE CVS BRK.A # Assets 5 WMT ко PFE CVS BRK.A WMT КО PFE Allocation Percentage Individual Portfolio Assets Name 20.00% Walmart Inc 10.00% Coca-Cola Co 5.00% Pfizer Inc. 25.00% CVS Health Corp 40.00% Berkshire Hathaway Inc. Class A Portfolio Calculations (Annualized) Expected Returns Allocation 100.00% WMT 1.000 0.240 0.085 0.348 0.318 Portfolio Coorelation Matrix 7.32% WMT 0.027 0.007 0.004 КО 0.240 0.985 0.140 0.350 0.567 StdDev (Volatility o) КО 0.007 0.028 0.006 13.74% Portfolio Annualized Covariance Matrix PFE 0.004 0.006 0.068 PFE 0.085 0.140 0.968 0.198 0.168 Allocation (w) 0.20 Sharpe Ratio 0.58 CVS 0.348 0.350 0.198 0.999 0.457 0.10 0.05 0.25 0.40 CVS 0.014 0.014 0.013 Mean Returns (μ) 6.24% 4.06% 0.33% 7.33% 9.53% BRK.A 0.318 0.567 0.168 0.457 0.994 BRK.A 0.009 0.016 0.007 Annualized StdDev (Volatility a) 15.65% 14.89% 15.33% 24.75% 16.05% Sharpe Ratio 0.44 0.31 0.06 0.32 0.63

| Tickers WMT ко PFE CVS BRK.A # Assets 5 WMT ко PFE CVS BRK.A WMT КО PFE Allocation Percentage Individual Portfolio Assets Name 20.00% Walmart Inc 10.00% Coca-Cola Co 5.00% Pfizer Inc. 25.00% CVS Health Corp 40.00% Berkshire Hathaway Inc. Class A Portfolio Calculations (Annualized) Expected Returns Allocation 100.00% WMT 1.000 0.240 0.085 0.348 0.318 Portfolio Coorelation Matrix 7.32% WMT 0.027 0.007 0.004 КО 0.240 0.985 0.140 0.350 0.567 StdDev (Volatility o) КО 0.007 0.028 0.006 13.74% Portfolio Annualized Covariance Matrix PFE 0.004 0.006 0.068 PFE 0.085 0.140 0.968 0.198 0.168 Allocation (w) 0.20 Sharpe Ratio 0.58 CVS 0.348 0.350 0.198 0.999 0.457 0.10 0.05 0.25 0.40 CVS 0.014 0.014 0.013 Mean Returns (μ) 6.24% 4.06% 0.33% 7.33% 9.53% BRK.A 0.318 0.567 0.168 0.457 0.994 BRK.A 0.009 0.016 0.007 Annualized StdDev (Volatility a) 15.65% 14.89% 15.33% 24.75% 16.05% Sharpe Ratio 0.44 0.31 0.06 0.32 0.63

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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