Bin Frequency

-0.199374 1
-0.12947 9
-0.059565 11
0.010339 17
0.080243 12
0.150148 4
0.220052 1
More 4 Frequency
18
16
14
12
10
8
6
4
2
0
87 64 74 83 06 43 53
6 51 1 84 771 749 217 468 151
42 35 22 79 87 79 02
412 972 653 907 347 478 228
93
7
94
6
59
5 33 24 50
1 05
19 12 .0 010 080 .1 220
. . - 0 0. 0. 0 0.
-0 -0
ncy

06 43 53 or
e
217 468 151 M
7 9 02
78 87 28
47 2
501 00
5
0.
1
.22
0
1 6%
2 5%
3 -5%
4 -8%
5 0.50%

0.977626
0.995485
-0.45%

-0.30%
p(x) Stock fund Bond fund
0.33 -7% 17%
0.33 12% 7%
0.33 28% -3%

E(return of Stock) E(return of Bond) Variance ofVariance of bond

10.89% 6.93% 2.03% 0.66%

Risk free rate 2%

Covariance

p(x) Stock fund Bond fund Deviation oDeviation of bond

0.33 -7% 17% -18% 10%
0.33 12% 7% 1% 0%
0.33 28% -3% 17% -10%
Standard deviaiton of Sharpe ratiSharpe ratio of bond
0.142349 0.081243 0.624522 0.606819

Weight Weighted deviation

0.33 -0.005945
0.33 2.564E-06
0.33 -0.005607

Covariance -1.15%

Correlation-0.998646
 mean sigma excess returnrisk free 5%
equity 13% 20% 3%
bond 8% 12% 8%

-1 0 0.3 1
we mean sigma sigma sigma sigma
0 0.08 0.12 0.12 0.12 0.12
0.1 0.085 0.088 0.10983624 0.11558547 0.128
0.2 0.09 0.056 0.104 0.11454257 0.136
0.3 0.095 0.024 0.1032279 0.11696153 0.144
0.4 0.1 0.008 0.10762899 0.12263768 0.152
0.5 0.105 0.04 0.11661904 0.13114877 0.16
0.6 0.11 0.072 0.12924396 0.14198591 0.168
0.7 0.115 0.104 0.14455449 0.15466092 0.176
0.8 0.12 0.136 0.16178999 0.16876018 0.184
0.9 0.125 0.168 0.18039956 0.18395652 0.192
1 0.13 0.2 0.2 0.2 0.2

Wd We Er Sigma risky
A 0.82 0.18 0.089 0.1144727 0.34069257 0.74404762
b 0.7 0.3 0.095 0.11696153 0.38474188 0.82236842
c 0.4 0.6 0.11 0.14198591 0.42257713 0.74404762
complete portfolio c 0.0946428571 0.10564428

risky risk free

0.744047619 0.25595238
bond stock riskfree
0.29761905 0.4464285714 0.25595238
risk free
0.25595238
0.25595238
0.25595238
Date Open High Low Close Adj Close Volume
11/1/2014 524.969 544.856 506.072 527.838 527.6243 79925766 date returns
12/1/2014 534.121 534.121 463.677 490.291 490.0925 89190508 12/1/2014 -0.071134
1/1/2015 489.252 601.251 484.009 578.94 578.7056 1.19E+08 1/1/2015 0.180809
2/1/2015 581.562 605.901 535.556 569.046 568.8157 95075499 2/1/2015 -0.01709
3/1/2015 591.06 594.622 512.651 544.361 544.1406 95777069 3/1/2015 -0.04338
4/1/2015 543.273 573.5 506.75 508.25 508.0443 81568538 4/1/2015 -0.066336
5/1/2015 508.25 530.95 463.55 481.65 481.455 1.21E+08 5/1/2015 -0.052336
6/1/2015 482.9 482.9 417.25 434.15 433.9742 1.65E+08 6/1/2015 -0.098619
7/1/2015 436.75 447.4 366.1 383.85 383.6946 1.87E+08 7/1/2015 -0.115859
8/1/2015 386.35 396 301.6 340.15 340.0123 2E+08 8/1/2015 -0.113847
9/1/2015 334.95 358.9 279.1 298.6 298.4791 1.77E+08 9/1/2015 -0.122152
10/1/2015 301.45 396.8 291.5 384.95 384.7942 2.24E+08 10/1/2015 0.289183
11/1/2015 386.1 431.9 373.05 423.5 423.3286 1.75E+08 11/1/2015 0.100143
12/1/2015 427 427 360.5 391.3 391.1416 1.53E+08 12/1/2015 -0.076033
1/1/2016 392.5 403 323 364.6 364.4524 1.98E+08 1/1/2016 -0.068234
2/1/2016 338.75 344.7 265.8 299.7 299.5787 2.51E+08 2/1/2016 -0.178003
3/1/2016 301.1 393.6 301.1 386.6 386.4435 1.81E+08 3/1/2016 0.289957
4/1/2016 386.4 425.25 369 408.35 408.1847 1.24E+08 4/1/2016 0.05626
5/1/2016 407.95 464.9 376.1 459.65 459.4639 3.11E+08 5/1/2016 0.125627
6/1/2016 455.75 489.9 421.25 459.25 459.0641 2.42E+08 6/1/2016 -0.00087
7/1/2016 463.6 513.35 454.1 503.2 502.9963 1.3E+08 7/1/2016 0.0957
8/1/2016 506.8 548.8 475.5 537.7 537.7 1.58E+08 8/1/2016 0.068994
9/1/2016 540.5 598.4 516.65 534.85 534.85 1.64E+08 9/1/2016 -0.0053
10/1/2016 539.4 571.1 510.75 537 537 1.08E+08 10/1/2016 0.00402
11/1/2016 534.4 549.35 443.15 459.3 459.3 1.7E+08 11/1/2016 -0.144693
12/1/2016 457 486.25 428.3 472 472 1.82E+08 12/1/2016 0.027651
1/1/2017 472 552 469.05 523.55 523.55 1.11E+08 1/1/2017 0.109216
2/1/2017 527.5 544.5 434.35 456.75 456.75 1.64E+08 2/1/2017 -0.12759
3/1/2017 455.9 484.2 448 465.85 465.85 1.34E+08 3/1/2017 0.019923
4/1/2017 468.25 480.55 437.6 458.9 458.9 1.06E+08 4/1/2017 -0.014919
5/1/2017 458.9 488.25 417.25 476.15 476.15 1.52E+08 5/1/2017 0.03759
6/1/2017 476.95 485.95 428.05 432.55 432.55 1.14E+08 6/1/2017 -0.091568
7/1/2017 431.5 468.35 426 444.6 444.6 1.06E+08 7/1/2017 0.027858
8/1/2017 446.55 452.35 358.5 376.55 376.55 1.53E+08 8/1/2017 -0.153059
9/1/2017 379.35 427.7 374.05 401.5 401.5 1.72E+08 9/1/2017 0.066259
10/1/2017 401.5 440.95 401.5 428.4 428.4 1.16E+08 10/1/2017 0.066999
11/1/2017 430.95 468 402.25 404.15 404.15 2.47E+08 11/1/2017 -0.056606
12/1/2017 407.9 433.45 389.3 431.85 431.85 1.35E+08 12/1/2017 0.068539
1/1/2018 430.95 443.5 395 433.9 433.9 3.44E+08 1/1/2018 0.004747
2/1/2018 399.9 403.8 356.5 369.9 369.9 1.82E+08 2/1/2018 -0.147499
3/1/2018 369.75 376.3 324.3 326.85 326.85 1.62E+08 3/1/2018 -0.116383
4/1/2018 335 372.35 326 340.4 340.4 2.43E+08 4/1/2018 0.041456
5/1/2018 340.4 351.65 281.6 282.5 282.5 3.07E+08 5/1/2018 -0.170094
6/1/2018 284.5 315.55 261.85 269.3 269.3 2.86E+08 6/1/2018 -0.046726
 7/1/2018 276 277 247.3 264.1 264.1 2.26E+08 7/1/2018 -0.019309
8/1/2018 250 274.7 243.1 267.5 267.5 3.08E+08 8/1/2018 0.012874
9/1/2018 271.4 282 219.5 223.7 223.7 2.55E+08 9/1/2018 -0.163738
10/1/2018 225 232.8 164.6 179.1 179.1 4.34E+08 10/1/2018 -0.199374
11/1/2018 182 200.75 170.35 171.95 171.95 3.41E+08 11/1/2018 -0.039922
12/1/2018 173.25 180.5 154.65 172.7 172.7 2.93E+08 12/1/2018 0.004362
1/1/2019 173.5 198.3 165.1 181.2 181.2 3.06E+08 1/1/2019 0.049218
2/1/2019 182 186.1 129 177.45 177.45 4.14E+08 2/1/2019 -0.020695
3/1/2019 178.65 198.35 167.55 174.25 174.25 3.48E+08 3/1/2019 -0.018033
4/1/2019 176.35 239.35 176.35 214.3 214.3 8.04E+08 4/1/2019 0.229842
5/1/2019 214.3 214.3 167.4 172.6 172.6 5.82E+08 5/1/2019 -0.194587
6/1/2019 170.5 177.2 152.15 162.55 162.55 3.32E+08 6/1/2019 -0.058227
7/1/2019 163.7 172.35 132.5 135.6 135.6 5.9E+08 7/1/2019 -0.165795
8/1/2019 135.5 136.3 106.2 116.7 116.7 8.91E+08 8/1/2019 -0.139381
9/1/2019 116.7 138.4 106 117.45 117.45 1.09E+09 9/1/2019 0.006427
10/1/2019 118 150.7 112.65 147.7 147.7 8.12E+08 10/1/2019 0.257556