Lyxor China

Year Anuual Returns Average Returns (R-E(R))

2009 2 -0.24 2.24
2010 4.25 -0.24 4.49
2011 -29.4 -0.24 -29.16
2012 13.23 -0.24 13.47
2013 8.86 -0.24 9.1
2014 2.31 -0.24 2.55
2015 -2.96 -0.24 -2.72
Mean -0.24
-0.24%

Lyxor India

Year Anuual Returns Average Returns (R-E(R))

2009 5.86 2.79 3.07
2010 22.4 2.79 22.40
2011 -27.07 2.79 -27.07
2012 0.6 2.79 0.60
2013 -6.84 2.79 -9.63
2014 33.87 2.79 28.31
2015 -9.28 2.79 -15.39
Mean 2.79 Variance
SD

Lyxor USDIJA
Year Anuual Returns Average Returns (R-E(R))
2009 5.56 9.21 -3.65
2010 6.11 9.21 -3.10
2011 7.94 9.21 -1.27
2012 18.29 9.21 9.08
2013 17.09 9.21 7.88
2014 14.2 9.21 4.99
2015 -4.71 9.21 -13.92
Mean 9.21 Varinace
SD

Existing Portfolio :

W1 W2 R1
0.6 0.4 -0.24

Year Return(Chian) Return of India

2009 2 5.86
 2010 4.25 22.4
2011 -29.4 -27.07
2012 13.23 0.6
2013 8.86 -6.84
2014 2.31 33.87
2015 -2.96 -9.28

New Portfolio

W1 W2 W3 R1
0.4 0.3 0.3 -0.24

Year Return(Chian) Return of India Lyxor USDJIA

2009 2 5.86 5.56
2010 4.25 22.4 6.11
2011 -29.4 -27.07 7.94
2012 13.23 0.6 18.29
2013 8.86 -6.84 17.09
2014 2.31 33.87 14.2
2015 -2.96 -9.28 -4.71
(X-X)2
5.04
20.20
850.06
181.56
82.89
6.52
7.38
192.27
13.86%

(X-X)2
9.42
3.85
8.92
0.05
0.93
9.66
1.46
5.71
20.39%

(X-X)2
13.32
0.11
0.27
2.40
2.04
1.30
0.56
3.33
20.39%

R2 Portfolio Return
2.79 0.972

Existing Portfolio Portofolio Variance

3.544 7
 11.51 1.11
-28.468 8.67
8.178 0.52
2.58 0.03
14.934 1.95
-5.488 0.42
1.13166666666667 2.13%
14.58%

R2 R3 Portfolio Return
2.79 9.21 3.504

New Portfolio Portofolio Variance

4.23 1
10.25 0.46
-17.50 4.41
10.96 0.56
6.62 0.1
15.35 1.4
-5.38 0.79
3.50 145.33%
120.55%