Question: please answer all, will give thumbs up. much appreciated A B D E F H J IBM 0.2896 Monthly Mean Returns BAC -0.32% MSFT 1

please answer all, will give thumbs up. much appreciated A B

please answer all, will give thumbs up. much appreciated

A B D E F H J IBM 0.2896 Monthly Mean Returns BAC -0.32% MSFT 1 07N Risk free rate 0.25% 1 2 3 4 5 6 IBM 0.003474 0.002561 0.001359 Monthly Variance-Covariance Matrix BAC 0.002561 0.021698 0.004923 MSFT 0.001359 0.004923 0.004442 WEIGHTS OF STOCKS BAC BM Portfoto Sharpe Ratio MSFT Sum of Weights Portfolio Volatility Portfolio Expected Retur 7 8 9 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Minimum Variance Frontier Target Portfolo Expected Return 0.30% 0.40% 0.60% 0.80% 1.20% 1.60% 2.00% 2.40% Optimal Risky Portfolio WEIGHTS OF STOCKS IBM Sum of Weights Portfolio Volatility Portfoho Sharpe Ratio Portfolio Expected Retur BAC MSFT 29 30 31 32 33 GMVP Portfobo Sharpe Ratio WEIGHTS OF STOCKS IBM Sum of Weights Portfolio Volatility Portfolio Expected Return BAC MSFT 34 35 36 37 38 Sharpe Ratio Portfolio Expected Return Portfolio Volatility 39 40 41 42 43 44 45 46 47 40 49 50 51 52 53 54 55 Capital Allocation Line Weight of Optimal Risky Portfolio 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 13 1.4 1.5 A B D E F H J IBM 0.2896 Monthly Mean Returns BAC -0.32% MSFT 1 07N Risk free rate 0.25% 1 2 3 4 5 6 IBM 0.003474 0.002561 0.001359 Monthly Variance-Covariance Matrix BAC 0.002561 0.021698 0.004923 MSFT 0.001359 0.004923 0.004442 WEIGHTS OF STOCKS BAC BM Portfoto Sharpe Ratio MSFT Sum of Weights Portfolio Volatility Portfolio Expected Retur 7 8 9 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 Minimum Variance Frontier Target Portfolo Expected Return 0.30% 0.40% 0.60% 0.80% 1.20% 1.60% 2.00% 2.40% Optimal Risky Portfolio WEIGHTS OF STOCKS IBM Sum of Weights Portfolio Volatility Portfoho Sharpe Ratio Portfolio Expected Retur BAC MSFT 29 30 31 32 33 GMVP Portfobo Sharpe Ratio WEIGHTS OF STOCKS IBM Sum of Weights Portfolio Volatility Portfolio Expected Return BAC MSFT 34 35 36 37 38 Sharpe Ratio Portfolio Expected Return Portfolio Volatility 39 40 41 42 43 44 45 46 47 40 49 50 51 52 53 54 55 Capital Allocation Line Weight of Optimal Risky Portfolio 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 13 1.4 1.5

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