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With excel formulas please..
D18 Standard deviation of return Expected return 15% 25% 0.0865 33% 46% 2 ABC Covariance(ABCXYZ) 5 Correlation ABC,XYZ) 0.5698 <. -B4/C2C3) 7 Section a 8 Portfolio allocation 9 Percentage ABC t0 Percentage XYZ 25.00% 75 0096 <..-1-B9 12 Expected return 13 Standard deviation 14 15 Section b Standard deviation of return 16 Percentage of ABC Expected return 0% 10% 30% 40% 50% 60% 70% 80% 90% 100% 20 24 29 Section c 30 Proportion of ABC Minimum variance portolio Proportion of XYZ Expected return 33 Standard deviation ch 10 Exerose 6 1 Ch10 Exercise 10 ChIoExercise 18 Additional Problem O Type here to search
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ABC XYZ 2 expected return 3 standard deviation 4 covariance 5 correlation 0.15 0.33 0.0865 0.5698 0.25 0.46 7 section a 8 portfolio allocation 9 %ABC 10 %XYZ 0.25 0.75 22.50% 39.78% expected return 12 standard deviation 13 section b 14 weight in ABC Weight in XYZ 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 Expected return 25.00% 24.00% 23.00% 22.00% 21.00% 20.00% 19.00% 18.00% 17.00% 16.00% 15.00% standard deviation 46.00% 43.37% 40.92% 38.71% 36.76% 35.12% 33.85% 32.97% 32.53% 32.54% 33.00% 0 16 17 18 19 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 21 23 25 0

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