Sum of Portfolio Portfolio Portfolio weights Targeted portfolio expected return US EQUITY NON US EQ CORE...
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Sum of Portfolio Portfolio Portfolio weights Targeted portfolio expected return US EQUITY NON US EQ CORE FI HY FI SENIOR BANK LOANS GLOBAL FI RE PE portfolio weights expected Portfolio standard return E(Rp) variance deviation 4.90% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00% 4.90% 0.37% 6.10% 5.00% 0.00% 0.00% 89.81% 0.00% 5.00% 0.00% 5.19% 0.00% 100.00% 5.00% 0.32% 5.70% 5.20% 0.00% 2.59% 77.41% 5.00% 5.00% 0.00% 10.00% 0.00% 100.00% 5.20% 0.33% 5.74% 5.40% 0.00% 8.47% 71.53% 5.00% 5.00% 0.00% 10.00% 0.00% 100.00% 5.40% 0.37% 6.10% 5.60% 0.00% 13.75% 65.77% 5.00% 5.00% 0.00% 10.00% 0.48% 100.00% 5.60% 0.44% 6.60% 5.80% 0.00% 18.17% 60.19% 5.00% 5.00% 0.00% 10.00% 1.64% 100.00% 5.80% 0.52% 7.21% 6.00% 0.00% 22.72% 55.44% 5.00% 5.00% 0.00% 8.95% 2.89% 100.00% 6.00% 0.62% 7.90% 6.20% 0.00% 27.33% 51.15% 5.00% 5.00% 0.00% 7.33% 4.19% 100.00% 6.20% 0.75% 8.65% 6.40% 0.00% 31.94% 46.86% 5.00% 5.00% 0.00% 5.71% 5.49% 100.00% 6.40% 0.89% 9.44% 6.60% 0.00% 36.55% 42.56% 5.00% 5.00% 0.00% 4.09% 6.79% 100.00% 6.60% 1.05% 10.25% 6.80% 0.00% 41.16% 38.27% 5.00% 5.00% 0.00% 2.47% 8.09% 100.00% 6.80% 1.23% 11.11% 7.00% 0.00% 45.78% 33.98% 5.00% 5.00% 0.00% 0.85% 9.39% 100.00% 7.00% 1.43% 1198% 7.20% 0.00% 50.30% 29.07% 5.00% 5.00% 0.00% 0.00% 10.63% 100.00% 7.20% 1.65% 12.86% 7.40% 0.00% 54.72% 23.49% 5.00% 5.00% 0.00% 0.00% 11.79% 100.00% 7.40% 1.89% 13.76% 7.60% 0.00% 59.15% 17.91% 5.00% 5.00% 0.00% 0.00% 12.94% 100.00% 7.60% 2.15% 14.67% 7.80% 0.00% 63.57% 12.33% 5.00% 5.00% 0.00% 0.00% 14.10% 100.00% 7.80% 2.43% 15.60% 8.00% 0.00% 67.99% 6.74% 5.00% 5.00% 0.00% 0.00% 15.25% 100.00% 8.00% 2.73% 1653% 8.20% 0.00% 72.42% 1.16% 5.00% 5.00% 0.00% 0.00% 16.42% 100.00% 8.20% 3.05% 17.47% 8.40% 0.00% 72.84% 0.00% 5.00% 0.00% 0.00% 0.00% 22.16% 100.00% 8.40% 3.47% 18.62% optimal portfolio 17.87% 0.00% 69.50% 0.00% 5.00% 4.89% 0.00% 0.00% 20.61% 100.00% 8.28% 3.19% 17.87% Sum of Portfolio Portfolio Portfolio weights Targeted portfolio expected return US EQUITY NON US EQ CORE FI HY FI SENIOR BANK LOANS GLOBAL FI RE PE portfolio weights expected Portfolio standard return E(Rp) variance deviation 4.90% 0.00% 0.00% 100.00% 0.00% 0.00% 0.00% 0.00% 0.00% 100.00% 4.90% 0.37% 6.10% 5.00% 0.00% 0.00% 89.81% 0.00% 5.00% 0.00% 5.19% 0.00% 100.00% 5.00% 0.32% 5.70% 5.20% 0.00% 2.59% 77.41% 5.00% 5.00% 0.00% 10.00% 0.00% 100.00% 5.20% 0.33% 5.74% 5.40% 0.00% 8.47% 71.53% 5.00% 5.00% 0.00% 10.00% 0.00% 100.00% 5.40% 0.37% 6.10% 5.60% 0.00% 13.75% 65.77% 5.00% 5.00% 0.00% 10.00% 0.48% 100.00% 5.60% 0.44% 6.60% 5.80% 0.00% 18.17% 60.19% 5.00% 5.00% 0.00% 10.00% 1.64% 100.00% 5.80% 0.52% 7.21% 6.00% 0.00% 22.72% 55.44% 5.00% 5.00% 0.00% 8.95% 2.89% 100.00% 6.00% 0.62% 7.90% 6.20% 0.00% 27.33% 51.15% 5.00% 5.00% 0.00% 7.33% 4.19% 100.00% 6.20% 0.75% 8.65% 6.40% 0.00% 31.94% 46.86% 5.00% 5.00% 0.00% 5.71% 5.49% 100.00% 6.40% 0.89% 9.44% 6.60% 0.00% 36.55% 42.56% 5.00% 5.00% 0.00% 4.09% 6.79% 100.00% 6.60% 1.05% 10.25% 6.80% 0.00% 41.16% 38.27% 5.00% 5.00% 0.00% 2.47% 8.09% 100.00% 6.80% 1.23% 11.11% 7.00% 0.00% 45.78% 33.98% 5.00% 5.00% 0.00% 0.85% 9.39% 100.00% 7.00% 1.43% 1198% 7.20% 0.00% 50.30% 29.07% 5.00% 5.00% 0.00% 0.00% 10.63% 100.00% 7.20% 1.65% 12.86% 7.40% 0.00% 54.72% 23.49% 5.00% 5.00% 0.00% 0.00% 11.79% 100.00% 7.40% 1.89% 13.76% 7.60% 0.00% 59.15% 17.91% 5.00% 5.00% 0.00% 0.00% 12.94% 100.00% 7.60% 2.15% 14.67% 7.80% 0.00% 63.57% 12.33% 5.00% 5.00% 0.00% 0.00% 14.10% 100.00% 7.80% 2.43% 15.60% 8.00% 0.00% 67.99% 6.74% 5.00% 5.00% 0.00% 0.00% 15.25% 100.00% 8.00% 2.73% 1653% 8.20% 0.00% 72.42% 1.16% 5.00% 5.00% 0.00% 0.00% 16.42% 100.00% 8.20% 3.05% 17.47% 8.40% 0.00% 72.84% 0.00% 5.00% 0.00% 0.00% 0.00% 22.16% 100.00% 8.40% 3.47% 18.62% optimal portfolio 17.87% 0.00% 69.50% 0.00% 5.00% 4.89% 0.00% 0.00% 20.61% 100.00% 8.28% 3.19% 17.87%
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