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Portfolio ion,,NIT DURGAPUR

Portfolio ion,,NIT DURGAPUR

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Published by sarangdhar

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Published by: sarangdhar on Apr 27, 2009
Copyright:Attribution Non-commercial

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05/11/2014

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InputPage 1
Modify Correlation Matrix ManuallyData is entered asRisk free Rate:0.36%Maintain Return LevelTarMin Constraint:
10.00% 30.00% 0.00% 0.00% 10.00%
Max Constraint:
70.00% 90.00% 100.00% 80.00% 100.00%
Current Units:
1.00 1.00 1.00 1.00 1.00
Product Name:
MSFT IBM INTC SUNW AMZN
   H   i  s   t  o  r   i  c   O   b  s  e  r  v  a   t   i  o  n   P  e  r   i  o   d  s
Jan-03 47 78 16 3 22Feb-03 24 78 17 3 22Mar-03 24 78 16 3 26Apr-03 26 85 18 3 29May-03 25 88 21 4 36Jun-03 26 83 21 5 36Jul-03 26 81 25 4 42Aug-03 27 82 29 4 46Sep-03 28 88 28 3 48Oct-03 26 89 33 4 54Nov-03 26 91 34 4 54Dec-03 27 93 32 4 53Jan-04 28 99 31 5 50Feb-04 27 97 29 5 43Mar-04 25 92 27 4 43Apr-04 26 88 26 4 44May-04 26 89 29 4 49Jun-04 29 88 28 4 54Jul-04 28 87 24 4 39Aug-04 27 85 21 4 38Sep-04 28 86 20 4 41Oct-04 28 90 22 5 34Nov-04 27 94 22 6 40Dec-04 27 99 23 5 44Jan-05 26 93 22 4 43Feb-05 25 93 24 4 35Mar-05 24 91 23 4 34Apr-05 25 76 24 4 32May-05 26 76 27 4 36Jun-05 25 74 26 4 33Jul-05 26 83 27 4 45Aug-05 27 81 26 4 43Sep-05 26 80 25 4 45Oct-05 26 82 24 4 40Nov-05 28 89 27 4 48Dec-05 26 82 25 4 47
$
 
InputPage 2
 
InputPage 3
PricesReturnset Return2.00%
0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
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