Question: Based on the two tables and the graph above, if you would like your final combination portfolio to have St. Dev. of about 3.5%, how

Based on the two tables and the graph above, if you

Based on the two tables and the graph above, if you would like your final combination portfolio to have St. Dev. of about 3.5%, how should you split your money between ORP and Rf securities? Sharpe w w Ratio 1 2 1 0 Average Variance St. Dev. Summary Statistics 1 2 1.73% 0.67% 0.002131 0.006570 4.62% 8.11% 0.9 0.8 0.7 0.1 0.2 0.3 0.4 0.5 0.6 0.6 R(P) 1.73% 1.62% 1.52% 1.41% 1.31% 1.20% 1.10% 0.99% 0.88% 0.78% 0.67% 0.3207 0.3218 0.3091 0.2811 0.2421 0.1998 0.1599 0.1252 0.0961 0.0720 0.0521 Var(P) 0.00213 0.00182 0.00169 0.00171 0.00191 0.00227 0.00279 0.00349 0.00435 0.00538 0.00657 St.Dev.(P) 4.62% 4.27% 4.11% 4.14% 4.37% 4.76% 5.29% 5.91% 6.59% 7.33% 8.11% Covariance Correlation 0.5 0.000182 0.048733 0.4 0.3 Rf 0.25% 0.2 0.1 0.7 0.8 0.9 0 1 ORP 0.3218 0.9 0.1 1.62% 0.00182 4.27% Opportunity Set 2.00% 1.80% 1.60% 1.40% LMT 1.20% 1.00% 0.80% MSFT 0.60% 0.40% 0.20% 0.00% 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% St. Dev

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