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  • Portfolio

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    Shakhawat Rahman
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    The document shows portfolio risk, return, standard deviation, and correlation for 10 combinations of bank names. Portfolio risk ranges from 0.8355% to 1.7266% while returns range from -0.0568% to 0.1147%. Correlations between portfolios fall between -0.1531 and 0.5070.

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    The document shows portfolio risk, return, standard deviation, and correlation for 10 combinations of bank names. Portfolio risk ranges from 0.8355% to 1.7266% while returns range from -0.0568% to 0.1147%. Correlations between portfolios fall between -0.1531 and 0.5070.

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    © All Rights Reserved
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    6 views1 page

    Portfolio

    Uploaded by

    Shakhawat Rahman
    The document shows portfolio risk, return, standard deviation, and correlation for 10 combinations of bank names. Portfolio risk ranges from 0.8355% to 1.7266% while returns range from -0.0568% to 0.1147%. Correlations between portfolios fall between -0.1531 and 0.5070.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 1

    Portfolio Bank Name Portfolio Portfolio Standard deviation Correlation

    Risk Return
    1 BKAL&SEBL 0.9345% 0.1147% 0.0131 0.0082 0.5069921692
    2 BKAL & SIBL 1.1614% 0.0320% 0.0131 0.016218 0.2456096113
    3 BKAL &PBBL 1.6365% 0.1046% 0.0131 0.025437 0.3781024757
    4 BKAL & ISBL 0.8355% 0.1027% 0.0131 0.012555 -0.1530520682
    5 SEBL & SIBL 1.0762% -0.0449% 0.008234 0.016218 0.4959583749
    6 SEBL & PBBL 1.4549% 0.0277% 0.008234 0.025437 0.3147633641
    7 SEBL & ISBL 0.7353% 0.0258% 0.008234 0.012555 -0.04423937897
    8 SIBL & PBBL 1.7266% -0.0550% 0.016218 0.025437 0.342311326
    9 SIBL & ISBL 1.0502% -0.0568% 0.016218 0.012555 0.05028216773
    10 PBBL & ISBL 1.3205% 0.0158% 0.025437 0.012555 -0.1677291582

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