ProQuest Ebook Central-Reader x someTitle someTtle G In the example below use Excel ing (Pg 252-281) pdf 4. Calculate the envelope set for the four assets below and show that the individual assets all lie within this envelope set. B C F A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance 0.10 2 Mean returns 6% 8% 3 0.01 0.03 0.05 0.01 0.03 0.05 4 0.30 0.06 -0.04 0.06 5 0.40 0.02 10% 15% 0.50 6 -0.04 0.02 I You should get a graph which looks something like the following: Efficient Frontier Showing the Individual Stocks 20% ProQuest Ebook Central-Reader x someTitle someTtle G In the example below use Excel ing (Pg 252-281) pdf 4. Calculate the envelope set for the four assets below and show that the individual assets all lie within this envelope set. B C F A FOUR-ASSET PORTFOLIO PROBLEM Variance-covariance 0.10 2 Mean returns 6% 8% 3 0.01 0.03 0.05 0.01 0.03 0.05 4 0.30 0.06 -0.04 0.06 5 0.40 0.02 10% 15% 0.50 6 -0.04 0.02 I You should get a graph which looks something like the following: Efficient Frontier Showing the Individual Stocks 20%