Assignment: Portfolio Management

Submitted To:
Dr. Fayyaz Sheikh

Submitted By:
Asad Ur Rehman
11217
BBA Morning
Banking and Finance Section A
UNITY Al Sahreer Weight 1 Weight 2 E(R) 1 E(R) 2 R - E(R)1 (R - E(R)1)^2 P P(R - E(R)1)^2 R - E(R)2 (R - E(R)2)^2 P(R - E(R)2)^2 S.D1
25.85 10.12 1 0 25.85 0 0 0 0.25 0 10.12 102.4144 25.6036 0
25.89 10.25 0.95 0.05 24.5955 0.5125 1.2945 0.26265625 0.5 0.131328125 9.7375 94.81890625 47.409453125 0.362392
25.75 9.49 0.9 0.1 23.175 0.949 2.575 0.900601 0.25 0.22515025 8.541 72.948681 18.23717025 0.4745
25.27 9.41 0.85 0.15 21.4795 1.4115 3.7905 1.99233225 0.25 0.4980830625 7.9985 63.97600225 15.9940005625 0.70575
25.39 9.39 0.8 0.2 20.312 1.878 5.078 3.526884 0.5 1.763442 7.512 56.430144 28.215072 1.327947
26.33 9.4 0.75 0.25 19.7475 2.35 6.5825 5.5225 0.25 1.380625 7.05 49.7025 12.425625 1.175
26.45 9.41 0.7 0.3 18.515 2.823 7.935 7.969329 0.25 1.99233225 6.587 43.388569 10.84714225 1.4115
26.18 9.35 0.65 0.35 17.017 3.2725 9.163 10.70925625 0.5 5.354628125 6.0775 36.93600625 18.468003125 2.314007
26.65 9.22 0.6 0.4 15.99 3.688 10.66 13.601344 0.25 3.400336 5.532 30.603024 7.650756 1.844
26.84 33.42 0.55 0.45 14.762 15.039 12.078 226.171521 0.25 56.54288025 18.381 337.861161 84.46529025 7.5195
27.17 34.71 0.5 0.5 13.585 17.355 13.585 301.196025 0.5 150.5980125 17.355 301.196025 150.5980125 12.27184
26.47 35.58 0.45 0.55 11.9115 19.569 14.5585 382.945761 0.25 95.73644025 16.011 256.352121 64.08803025 9.7845
24.99 34.46 0.4 0.6 9.996 20.676 14.994 427.496976 0.25 106.874244 13.784 189.998656 47.499664 10.338
24.46 34.93 0.35 0.65 8.561 22.7045 15.899 515.4943203 0.5 257.747160125 12.2255 149.4628503 74.731425125 16.05451
23.93 35.12 0.3 0.7 7.179 24.584 16.751 604.373056 0.25 151.093264 10.536 111.007296 27.751824 12.292
24.4 34.7 0.25 0.75 6.1 26.025 18.3 677.300625 0.25 169.32515625 8.675 75.255625 18.81390625 13.0125
24.39 34.78 0.2 0.8 4.878 27.824 19.512 774.174976 0.5 387.087488 6.956 48.385936 24.192968 19.67454
25.26 35.22 0.15 0.85 3.789 29.937 21.471 896.223969 0.25 224.05599225 5.283 27.910089 6.97752225 14.9685
25.1 35.56 0.1 0.9 2.51 32.004 22.59 1024.256016 0.25 256.064004 3.556 12.645136 3.161284 16.002
23.94 35.69 0.05 0.95 1.197 33.9055 22.743 1149.58293 0.5 574.791465125 1.7845 3.18444025 1.592220125 23.97481
24.14 36.05 0 1 0 36.05 24.14 1299.6025 0.25 324.900625 0 0 0 18.025
 24.07 35.9 0.2 0.8 4.814 28.72 19.256 824.8384 0.25 206.2096 7.18 51.5524 12.8881 14.36
23.53 36.16 0.4 0.6 9.412 21.696 14.118 470.716416 0.5 235.358208 14.464 209.207296 104.603648 15.34139
23.03 36.7 0.6 0.4 13.818 14.68 9.212 215.5024 0.25 53.8756 22.02 484.8804 121.2201 7.34
23.3 36.1 0.8 0.2 18.64 7.22 4.66 52.1284 0.25 13.0321 28.88 834.0544 208.5136 3.61
23.76 36.68 1 0 23.76 0 0 0 0.25 0 36.68 1345.4224 336.3556 0
23.97 36.3 0.9 0.1 21.573 3.63 2.397 13.1769 0.5 6.58845 32.67 1067.3289 533.66445 2.566798
23.37 36.63 0.8 0.2 18.696 7.326 4.674 53.670276 0.25 13.417569 29.304 858.724416 214.681104 3.663
25.14 37.15 0.7 0.3 17.598 11.145 7.542 124.211025 0.25 31.05275625 26.005 676.260025 169.06500625 5.5725
26.21 38.28 0.6 0.4 15.726 15.312 10.484 234.457344 0.5 117.228672 22.968 527.529024 263.764512 10.82722
26.48 38.93 0.5 0.5 13.24 19.465 13.24 378.886225 0.25 94.72155625 19.465 378.886225 94.72155625 9.7325
26.46 38.52 0.4 0.6 10.584 23.112 15.876 534.164544 0.25 133.541136 15.408 237.406464 59.351616 11.556
26.8 38.8 0.3 0.7 8.04 27.16 18.76 737.6656 0.5 368.8328 11.64 135.4896 67.7448 19.20502
26.84 39.07 0.2 0.8 5.368 31.256 21.472 976.937536 0.25 244.234384 7.814 61.058596 15.264649 15.628
26.21 38.5 0.1 0.9 2.621 34.65 23.589 1200.6225 0.25 300.155625 3.85 14.8225 3.705625 17.325
26.26 38.75 0 1 0 38.75 26.26 1501.5625 0.5 750.78125 0 0 0 27.40039
25.5 38.87 0.5 0.5 12.75 19.435 12.75 377.719225 0.25 94.42980625 19.435 377.719225 94.42980625 9.7175
24.98 38.96 0.45 0.55 11.241 21.428 13.739 459.159184 0.25 114.789796 17.532 307.371024 76.842756 10.714
24.92 38.48 0.4 0.6 9.968 23.088 14.952 533.055744 0.5 266.527872 15.392 236.913664 118.456832 16.32568
24.99 39.17 0.35 0.65 8.7465 25.4605 16.2435 648.2370603 0.25 162.059265063 13.7095 187.9503902 46.9875975625 12.73025
24.88 39.29 0.3 0.7 7.464 27.503 17.416 756.415009 0.25 189.10375225 11.787 138.933369 34.73334225 13.7515
25.44 39.14 0.25 0.75 6.36 29.355 19.08 861.716025 0.5 430.8580125 9.785 95.746225 47.8731125 20.75712
25.84 39.55 0.4 0.6 10.336 23.73 15.504 563.1129 0.25 140.778225 15.82 250.2724 62.5681 11.865
25.64 42.36 0.15 0.85 3.846 36.006 21.794 1296.432036 0.25 324.108009 6.354 40.373316 10.093329 18.003
26.68 41.81 0.1 0.9 2.668 37.629 24.012 1415.941641 0.5 707.9708205 4.181 17.480761 8.7403805 26.60772
27.52 41.54 0.4 0.6 11.008 24.924 16.512 621.205776 0.25 155.301444 16.616 276.091456 69.022864 12.462
29.58 42.1 0.6 0.4 17.748 16.84 11.832 283.5856 0.25 70.8964 25.26 638.0676 159.5169 8.42
31.8 42.12 0.3 0.7 9.54 29.484 22.26 869.306256 0.5 434.653128 12.636 159.668496 79.834248 20.84834
25.58438 32.33583 529.8627

Column S Column T Column V Co

 Column S Column T Column V Co

250
200
150
100
50
0
-50 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37
-100
-150
-200
-250
S.D2 R1 - MeanR2 - MeanCovar r1,2 = 1 r1,2 = 0.5 r1,2 = 0 r1,2 = -0.5 r1,2 = -1
5.06 0.265625 -22.2158 -5.90108 0 0 0 0 0
6.885452 0.305625 -22.0858 -6.74998 2.495234375 1.2476171875 0 -1.2476171875 -2.495234375
4.2705 0.165625 -22.8458 -3.78384 2.02635225 1.013176125 0 -1.013176125 -2.02635225
3.99925 -0.31438 -22.9258 7.207309 2.8224706875 1.4112353438 0 -1.4112353438 -2.8224706875
5.311786 -0.19438 -22.9458 4.460096 7.053768 3.526884 0 -3.526884 -7.053768
3.525 0.745625 -22.9358 -17.1015 4.141875 2.0709375 0 -2.0709375 -4.141875
3.2935 0.865625 -22.9258 -19.8452 4.64877525 2.324387625 0 -2.324387625 -4.64877525
4.297441 0.595625 -22.9858 -13.6909 9.944309375 4.9721546875 0 -4.9721546875 -9.944309375
2.766 1.065625 -23.1158 -24.6328 5.100504 2.550252 0 -2.550252 -5.100504
9.1905 1.255625 1.084167 1.361307 69.10796475 34.553982375 0 -34.553982375 -69.10796475
12.27184 1.585625 2.374167 3.764538 150.5980125 75.29900625 0 -75.29900625 -150.5980125
8.0055 0.885625 3.244167 2.873115 78.32981475 39.164907375 0 -39.164907375 -78.32981475
6.892 -0.59438 2.124167 -1.26255 71.249496 35.624748 0 -35.624748 -71.249496
8.644734 -1.12438 2.594167 -2.91682 138.78693238 69.393466188 0 -69.393466188 -138.78693238
5.268 -1.65438 2.784167 -4.60606 64.754256 32.377128 0 -32.377128 -64.754256
4.3375 -1.18438 2.364167 -2.80006 56.44171875 28.220859375 0 -28.220859375 -56.44171875
4.918635 -1.19438 2.444167 -2.91925 96.771872 48.385936 0 -48.385936 -96.771872
2.6415 -0.32438 2.884167 -0.93555 39.53929275 19.769646375 0 -19.769646375 -39.53929275
1.778 -0.48438 3.224167 -1.56171 28.451556 14.225778 0 -14.225778 -28.451556
1.261832 -1.64438 3.354167 -5.51551 30.252182375 15.126091188 0 -15.126091188 -30.252182375
0 -1.44438 3.714167 -5.36465 0 0 0 0 0
 3.59 -1.51438 3.564167 -5.39748 51.5524 25.7762 0 -25.7762 -51.5524
10.22759 -2.05438 3.824167 -7.85627 156.905472 78.452736 0 -78.452736 -156.905472
11.01 -2.55438 4.364167 -11.1477 80.8134 40.4067 0 -40.4067 -80.8134
14.44 -2.28438 3.764167 -8.59877 52.1284 26.0642 0 -26.0642 -52.1284
18.34 -1.82438 4.344167 -7.92539 0 0 0 0 0
23.10118 -1.61438 3.964167 -6.39965 59.29605 29.648025 0 -29.648025 -59.29605
14.652 -2.21438 4.294167 -9.5089 53.670276 26.835138 0 -26.835138 -53.670276
13.0025 -0.44438 4.814167 -2.1393 72.45643125 36.228215625 0 -36.228215625 -72.45643125
16.24083 0.625625 5.944167 3.718819 175.843008 87.921504 0 -87.921504 -175.843008
9.7325 0.895625 6.594167 5.905901 94.72155625 47.360778125 0 -47.360778125 -94.72155625
7.704 0.875625 6.184167 5.415011 89.027424 44.513712 0 -44.513712 -89.027424
8.230723 1.215625 6.464167 7.858003 158.0712 79.0356 0 -79.0356 -158.0712
3.907 1.255625 6.734167 8.455588 61.058596 30.529298 0 -30.529298 -61.058596
1.925 0.625625 6.164167 3.856457 33.350625 16.6753125 0 -16.6753125 -33.350625
0 0.675625 6.414167 4.333571 0 0 0 0 0
9.7175 -0.08438 6.534167 -0.55132 94.42980625 47.214903125 0 -47.214903125 -94.42980625
8.766 -0.60438 6.624167 -4.00348 93.918924 46.959462 0 -46.959462 -93.918924
10.88379 -0.66438 6.144167 -4.08203 177.685248 88.842624 0 -88.842624 -177.685248
6.85475 -0.59438 6.834167 -4.06206 87.262681188 43.631340594 0 -43.631340594 -87.262681188
5.8935 -0.70438 6.954167 -4.89834 81.04446525 40.522232625 0 -40.522232625 -81.04446525
6.91904 -0.14438 6.804167 -0.98235 143.6193375 71.80966875 0 -71.80966875 -143.6193375
7.91 0.255625 7.214167 1.844121 93.85215 46.926075 0 -46.926075 -93.85215
3.177 0.055625 10.02417 0.557594 57.195531 28.5977655 0 -28.5977655 -57.195531
2.956413 1.095625 9.474167 10.38013 78.6634245 39.33171225 0 -39.33171225 -78.6634245
8.308 1.935625 9.204167 17.81582 103.534296 51.767148 0 -51.767148 -103.534296
12.63 3.995625 9.764167 39.01395 106.3446 53.1723 0 -53.1723 -106.3446
8.935001 6.215625 9.784167 60.81471 186.279912 93.139956 0 -93.139956 -186.279912
353.6733 -0.15967

Column W
 Column W

33 35 37 39 41 43 45 47
Roll Chances Probability Chances
1 0 0 1 2
2 2 0.5 1 2 3
3 1 0.25 2 2 4
4 1 0.25