Scribd Logo
Upload

Welcome to Scribd!

  • Er Variance U A

    Uploaded by

    Jappan Ahluwalia
    1 views6 pages
    The document contains data from experiments with different levels of variance (0-30%) and different values for parameter A (3, 4, 0, -4). It shows the resulting expected returns (Er). There are trends of higher returns with higher variance and higher/positive values of A. Charts plot the returns for different variance levels and values of A, demonstrating these trends visually.

    Original Description:

    Original Title

    Session 15

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains data from experiments with different levels of variance (0-30%) and different values for parameter A (3, 4, 0, -4). It shows the resulting expected returns (Er). There are trends of higher returns with higher variance and higher/positive values of A. Charts plot the returns for different variance levels and values of A, demonstrating these trends visually.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    1 views6 pages

    Er Variance U A

    Uploaded by

    Jappan Ahluwalia
    The document contains data from experiments with different levels of variance (0-30%) and different values for parameter A (3, 4, 0, -4). It shows the resulting expected returns (Er). There are trends of higher returns with higher variance and higher/positive values of A. Charts plot the returns for different variance levels and values of A, demonstrating these trends visually.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 6

    Er Variance U A

    0.05 0% 0.05 3
    0.05375 5% 0.05 3
    0.065 10% 0.05 3
    0.08375 15% 0.05 3
    0.11 20% 0.05 3
    0.14375 25% 0.05 3
    0.185 30% 0.05 3

    Er Variance U A
    0.05 0% 0.05 4
    0.055 5% 0.05 4
    0.07 10% 0.05 4
    0.095 15% 0.05 4
    0.13 20% 0.05 4
    0.175 25% 0.05 4
    0.23 30% 0.05 4
    Er Variance U A
    0.05 0% 0.05 0
    0.05 5% 0.05 0
    0.05 10% 0.05 0
    0.05 15% 0.05 0
    0.05 20% 0.05 0
    0.05 25% 0.05 0
    0.05 30% 0.05 0

    0.06
    Er Variance U A
    0.04
    0.05 0% 0.05 -4
    0.045 5% 0.05 -4 0.02

    0.03 10% 0.05 -4 0


    1 2
    0.005 15% 0.05 -4 -0.02

    -0.03 20% 0.05 -4 -0.04

    -0.075 25% 0.05 -4 -0.06


    -0.13 30% 0.05 -4 -0.08
    -0.1
    -0.12
    -0.14
    Returns
    0.2

    0.18

    0.16

    0.14

    0.12

    0.1

    0.08

    0.06

    0.04

    0.02

    0
    1 2 3 4 5 6 7

    Returns
    0.25

    0.2

    0.15

    0.1

    0.05

    0
    1 2 3 4 5 6 7

    Returns
    0.06

    0.05

    0.04
    Returns
    0.06

    0.05

    0.04

    0.03

    0.02

    0.01

    0
    1 2 3 4 5 6 7

    Returns
    0.06
    0.04
    0.02
    0
    1 2 3 4 5 6 7
    -0.02
    -0.04
    -0.06
    -0.08
    -0.1
    -0.12
    -0.14
    Er (A=3) Er (A=4) Er (A=0) Er (A=-4) Variance U
    0.05 0.05 0.05 0.05 0% 0.05
    0.05375 0.055 0.05 0.045 5% 0.05
    0.065 0.07 0.05 0.03 10% 0.05
    0.08375 0.095 0.05 0.005 15% 0.05
    0.11 0.13 0.05 -0.03 20% 0.05
    0.14375 0.175 0.05 -0.075 25% 0.05

    Risk v/s Return


    0.2

    0.15

    0.1

    0.05

    0
    1 2 3 4 5

    -0.05

    -0.1

    Er (A=3) Er (A=4) Er (A=0) Er (A=-4)


    A A A A
    3 4 0 -4
    3 4 0 -4
    3 4 0 -4
    3 4 0 -4
    3 4 0 -4
    3 4 0 -4

    eturn

    4 5 6

    Er (A=0) Er (A=-4)

    You might also like