A B C DE F 1 2 3 Mean return 4 Variance RETURN STATISTICS OF X...
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A B C DE F 1 2 3 Mean return 4 Variance RETURN STATISTICS OF X AND Y STOCKS X Y 21.00% 14.00% 0.11 0.045 5 Sigma 33.17% 21.21% 6 7 Covariance of returns -0.0020 8 Correlation of returns -0.0284 9 11 10 Minimum variance portfolio Proportion of X 12 Proportion of Y 13 14 Expected return 15 Variance of return 16 Sigma 17 18 A B C DE F 1 2 3 Mean return 4 Variance RETURN STATISTICS OF X AND Y STOCKS X Y 21.00% 14.00% 0.11 0.045 5 Sigma 33.17% 21.21% 6 7 Covariance of returns -0.0020 8 Correlation of returns -0.0284 9 11 10 Minimum variance portfolio Proportion of X 12 Proportion of Y 13 14 Expected return 15 Variance of return 16 Sigma 17 18
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