Question: Plot the curve for the risks and expected returns of the optimal portfolio combinations in the 4 asset classes in Exhibit 6. 406-005 Exhibit 6

Plot the curve for the risks and expected returns of the optimal portfolio combinations in the 4 asset classes in Exhibit 6.

406-005 Exhibit 6 Array of Optimal Portfolios with Four Asset Classes: U.S., Foreign, Bonds, and REITS Portfolio 2 4 5 6 7 8 9 10 11 12 Expected Ret 7.00% 7.50% 8.00% 8.50% 9.00% 9.50% 10.00% 10.50% 11.00% 11.50% 12.00% 12.50% Stdev 8.93% 8.66% 8.57% 8.66% 8.89% 9.24% 9.69% 10.23% 10.85% 11.52% 12.25% 13.04% Asset Allocation US Equity Foreign Equity Bonds 0.000 0.102 0.678 0.000 0.170 0.605 0.000 0.239 0.532 0.004 0.303 0.460 0.059 0.325 0.400 0.114 0.347 0.340 0.169 0.369 0.280 0.224 0.391 0.219 0.278 0.412 0.159 0.333 0.434 0.099 0.388 0.456 0.039 0.465 0.481 0.000 REITS 0.220 0.225 0.229 0.232 0.216 0.199 0.183 0.166 0.150 0.133 0.117 0.054 Source: Themen Financial Data

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