Professional Documents
Culture Documents
1 4650 2.58%
2 4770 1.47%
3 4840 2.07%
4 4940 -2.53%
5 4815 -0.56%
6 4788 5.58%
7 5055 1.38%
8 5125 -1.76%
9 5035 1.59%
10 5115 1.66%
11 5200 1.06%
12 5255 0.95%
13 5305 1.94%
14 5408 1.89%
15 5510 -1.45%
16 5430 -1.29%
17 5360 1.12%
18 5420 1.29%
19 5490 1.18%
20 5555 -0.99%
21 5500 1.36%
22 5575 1.26%
23 5645 0.89%
24 5695 1.32%
25 5770
4)
5) Weights Standard deviation
Financial Ltd 0.5 0.027458069
Construction Ltd 0.5 0.0595646845
Covariance -0.00027623
Bordered Variance-
covariance matrix
0.5 0.5
0.5 0.00075395 -0.00027623
0.5 -0.00027623 0.0035480
0.0001194283 0.00081793
Variance 0.0009373582
Variance 0.0009373582
Standard deviation of
0.0306163065
returns for portfolio
0.1528078912 -1.2393592132
Financial Ltd ($) Return(%)
13.05 2.68%
13.4 3.51%
13.87 -5.41%
13.12 1.91%
13.37 -2.77%
13 3.85%
13.5 2.96%
13.9 1.58%
14.12 5.31%
14.87 2.56%
15.25 5.25%
16.05 2.18%
16.4 -2.44%
16 1.56%
16.25 1.54%
16.5 3.03%
17 2.06%
17.35 3.75%
18 1.94%
18.35 1.09%
18.55 3.50%
19.2 -2.60%
18.7 -2.67%
18.2 3.02%
18.75