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    Capital Allocation Line: Risky Asset Risk Free Asset

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    DivyamSharma
    This document contains information about capital allocation lines for different risky and risk-free assets, including: - The expected return, standard deviation, and percentage of portfolio invested for both the risky and risk-free assets. - Tables showing the portfolio expected return, standard deviation, and slope of the capital allocation line for varying percentages invested in the risky asset. - The slope of each capital allocation line is reported.

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    Capital Allocation Line: Risky Asset Risk Free Asset

    Uploaded by

    DivyamSharma
    13 views5 pages
    This document contains information about capital allocation lines for different risky and risk-free assets, including: - The expected return, standard deviation, and percentage of portfolio invested for both the risky and risk-free assets. - Tables showing the portfolio expected return, standard deviation, and slope of the capital allocation line for varying percentages invested in the risky asset. - The slope of each capital allocation line is reported.

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    This document contains information about capital allocation lines for different risky and risk-free assets, including: - The expected return, standard deviation, and percentage of portfolio invested for both the risky and risk-free assets. - Tables showing the portfolio expected return, standard deviation, and slope of the capital allocation line for varying percentages invested in the risky asset. - The slope of each capital allocation line is reported.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    13 views5 pages

    Capital Allocation Line: Risky Asset Risk Free Asset

    Uploaded by

    DivyamSharma
    This document contains information about capital allocation lines for different risky and risk-free assets, including: - The expected return, standard deviation, and percentage of portfolio invested for both the risky and risk-free assets. - Tables showing the portfolio expected return, standard deviation, and slope of the capital allocation line for varying percentages invested in the risky asset. - The slope of each capital allocation line is reported.

    Copyright:

    © All Rights Reserved
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    of 5

    CAPITAL ALLOCATION LINE

    RISKY ASSET
    EXPECTED RETURN FROM THE ASSET
    STANDARD DEVIATION

    2.797
    10.654

    RISK FREE ASSET


    EXPECTED RETURN
    STANDARD DEVIATION

    0.091
    0

    % OF PORTFOLIO INVESTMENT IN RISKY ASSET

    PORTFOLIO STANDARD DEVIATION

    PORTFOLIO EXPECTED RETURN (ER)

    CURVE SLOPE

    0.00
    0.05
    0.10
    0.15
    0.20
    0.25
    0.30
    0.35
    0.40
    0.45
    0.50
    0.55
    0.60
    0.65
    0.70
    0.75
    0.80
    0.85
    0.90

    0.000
    0.533
    1.065
    1.598
    2.131
    2.664
    3.196
    3.729
    4.262
    4.794
    5.327
    5.860
    6.392
    6.925
    7.458
    7.991
    8.523
    9.056
    9.589

    0.091
    0.226
    0.362
    0.497
    0.632
    0.768
    0.903
    1.038
    1.173
    1.309
    1.444
    1.579
    1.715
    1.850
    1.985
    2.121
    2.256
    2.391
    2.526

    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25
    0.25

    0.95
    1.00

    10.121
    10.654

    SLOPE OF LINE

    0.25

    2.662
    2.797

    0.25
    0.25

    CAPITAL ALLOCATION LINE


    RISKY ASSET
    EXPECTED RETURN FROM THE ASSET
    2.644
    STANDARD DEVIATION
    8.90069

    RISK FREE ASSET


    EXPECTED RETURN
    STANDARD DEVIATION

    % OF PORTFOLIO INVESTMENT
    PORTFOLIO
    IN RISKYSTANDARD
    ASSET PORTFOLIO
    DEVIATION
    EXPECTED RETURN
    CURVE
    (ER) SLOPE

    0.00
    0.05
    0.10
    0.15
    0.20
    0.25
    0.30
    0.35
    0.40
    0.45
    0.50
    0.55
    0.60
    0.65
    0.70
    0.75
    0.80
    0.85
    0.90
    0.95
    1.00

    0.000
    0.445
    0.890
    1.335
    1.780
    2.225
    2.670
    3.115
    3.560
    4.005
    4.450
    4.895
    5.340
    5.785
    6.230
    6.676
    7.121
    7.566
    8.011
    8.456
    8.901

    SLOPE OF LINE

    0.29

    0.091
    0.219
    0.346
    0.474
    0.602
    0.729
    0.857
    0.985
    1.112
    1.240
    1.368
    1.495
    1.623
    1.750
    1.878
    2.006
    2.133
    2.261
    2.389
    2.516
    2.644

    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29
    0.29

    0.091
    0

    CAPITAL ALLOCATION LINE


    RISKY ASSET
    EXPECTED RETURN FROM THE ASSET
    STANDARD DEVIATION

    1.506
    12.0563

    % OF PORTFOLIO INVESTMENT IN RISKY ASSET

    PORTFOLIO STANDARD DEVIATION

    0.00
    0.05
    0.10
    0.15
    0.20
    0.25
    0.30
    0.35
    0.40
    0.45
    0.50
    0.55
    0.60
    0.65
    0.70
    0.75
    0.80
    0.85
    0.90
    0.95
    1.00

    0.000
    0.603
    1.206
    1.808
    2.411
    3.014
    3.617
    4.220
    4.823
    5.425
    6.028
    6.631
    7.234
    7.837
    8.439
    9.042
    9.645
    10.248
    10.851
    11.453
    12.056

    SLOPE OF LINE

    0.12

    OCATION LINE
    RISK FREE ASSET
    EXPECTED RETURN
    STANDARD DEVIATION

    0.091
    0

    PORTFOLIO EXPECTED RETURN (ER)

    CURVE SLOPE

    0.091
    0.162
    0.233
    0.303
    0.374
    0.445
    0.516
    0.586
    0.657
    0.728
    0.799
    0.869
    0.940
    1.011
    1.082
    1.152
    1.223
    1.294
    1.365
    1.435
    1.506

    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12
    0.12

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