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    6 views4 pages

    Graph Feasible Region - Three Security Portfolio

    Uploaded by

    harshul yadav
    adAG

    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 4

    start date 2/7/2024 =TODAY()-61

    end date 4/8/2024 =TODAY()


    TSLA IBM GOOG
    #NAME? #NAME? #NAME? #NAME? Returns X
    #NAME? #NAME? #NAME? #NAME? TSLA IBM GOOG TSLA IBM
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
    GOOG TSLA IBM GOOG
    #NAME? Expected returns <== E(r) #NAME? #NAME? #NAME?
    #NAME? n - - -
    #NAME? stddev <== σ #NAME? #NAME? #NAME?
    #NAME? variance <== σ2 #NAME? #NAME? #NAME?
    #NAME? modified Sharpe <== E(r)/σ #NAME? #NAME? #NAME?
    #NAME?
    #NAME? VARCOVAR Σ = XTX/(n-1)
    #NAME? TSLA IBM GOOG
    #NAME? TSLA #NAME? #NAME? #NAME?
    #NAME? IBM #NAME? #NAME? #NAME?
    #NAME? GOOG #NAME? #NAME? #NAME?
    #NAME?
    #NAME? Correl (varcovar/(σTσ))1/2
    #NAME? TSLA IBM GOOG
    #NAME? TSLA #NAME? #NAME? #NAME?
    #NAME? IBM #NAME? #NAME? #NAME?
    #NAME? GOOG #NAME? #NAME? #NAME?
    #NAME?
    #NAME? TSLA IBM GOOG
    #NAME? Equally Weighted 33.33% 33.33% 33.33% 100.00%
    #NAME? E(rp) #NAME? /day #NAME? /year
    #NAME? σp #NAME? (wΣwT)1/2
    #NAME? E(rp)/σp #NAME?
    #NAME?
    #NAME? TSLA IBM GOOG
    #NAME? Min variance weights 29.03% 16.49% 54.48% 100.00%
    #NAME? E(rp) #NAME? /day #NAME? /year
    #NAME? σp #NAME?
    #NAME? E(rp)/σp #NAME?
    #NAME?
    #NAME? TSLA IBM GOOG
    #NAME? Maximize E(rp)/σp 31.50% 14.39% 54.11% 100.00%
    #NAME? E(rp) #NAME? /day #NAME? /year
    #NAME? σp #NAME?
    #NAME? E(rp)/σp #NAME?
    #NAME?
    #NAME? TSLA IBM GOOG
    #NAME? randarray #NAME? #NAME? #NAME? #NAME?
    #NAME? random weights #NAME? #NAME? #NAME? #NAME?
    #NAME? E(rp) #NAME? /day #NAME? /year
    #NAME? σp #NAME?
    #NAME? E(rp)/σp #NAME?
    #NAME?

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