Question: SID: 450009613 Yuwen CHEN Levi (A=2) Sheree (A=4) Industry Weight E (R) Industry Weight E (R) MATL 15% 0. 40% MATL 15% 0% CONS 19%

SID: 450009613 Yuwen CHEN Levi (A=2) Sheree (A=4) Industry Weight E (R) Industry Weight E (R) MATL 15% 0. 40% MATL 15% 0% CONS 19% 0. 40% CONS 19% 0% TELE 23% 0. 38% TELE 23% 0% UTIL 25% 0. 38% UTIL 25% 0% HC 18% 0. 39% HC 18% 0% Sum of Weight 100% Sum of Weight 100% E(rf) 0. 15% E (rf) 0. 0015 E(rp) 0. 003886 E(rp) 0. 003886 Portfolio variance 0. 000767 Portfolio variance 0. 000767 Portfolio Stdev 0. 027697 Portfolio Stdev 0. 027697 Sharpe Ratio 0. 086136 Sharpe Ratio 0. 086136 E(R) Stdev weight E (R) Stdev weight risk-free 0. 15% 0 -155% risk-free 0. 0015 0 -78% risky 0. 003886 0. 027697 255% risky 0. 003886 0. 027697 178% Sum of weight 100% Sum of weight 100% Combination E(Rc) 0. 007595 Combination E(Rc) 0. 005741 Combination Variance 0. 001855 Combination Varianc0. 000464 Combination Stdev 0. 043068 Combination Stdev 0. 021534 Combination U 0. 005741 Combination U 0. 004813 (Table 6)

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