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RIL

HDFC

Correlation

Return
Std Dev
10%
30%
20%
40%

-0.8

Mean(portfolio)

20
25.0%
20.0%
15.0%
10.0%
5.0%
0.0%
0%

5%

10%

15%

20%

Mean(portfolio) HDFC RIL 20% 25% 30% 35% 40% 45% .

1% 20% 80% 27% 18.7% 4% 96% 37% 19.5% 36% 64% 18% 16.8% 33% 67% 20% 16.2% 9% 91% 34% 19.8% 23% 77% 26% 17.8% 3% 97% 38% 19.0% 31% 69% 21% 16.7% 34% 66% 19% 16.Weight(RIL)Weight(HDFC) Stdev(portfolio) Mean(portfolio) 0% 100% 40% 20.0% 41% 59% 16% 15.9% 42% 58% 15% 15.9% 32% 68% 20% 16.9% 2% 98% 39% 19.2% 29% 71% 22% 17.6% 45% 55% 14% 15.0% 11% 89% 33% 18.7% 44% 56% 14% 15.1% 40% 60% 16% 16.9% 22% 78% 26% 17.6% 35% 65% 19% 16.4% 27% 73% 23% 17.1% 10% 90% 34% 19.2% 19% 81% 28% 18.6% 15% 85% 31% 18.6% 25% 75% 24% 17.9% 12% 88% 32% 18.0% 21% 79% 27% 17.6% 5% 95% 37% 19.7% 24% 76% 25% 17.0% 1% 99% 39% 19.5% 6% 94% 36% 19.3% 18% 82% 29% 18.5% 26% 74% 24% 17.8% 43% 57% 15% 15.4% 17% 83% 29% 18.5% 16% 84% 30% 18.3% 8% 92% 35% 19.7% 14% 86% 31% 18.8% 13% 87% 32% 18.5% .3% 28% 72% 23% 17.1% 30% 70% 21% 17.4% 37% 63% 18% 16.4% 7% 93% 36% 19.2% 39% 61% 17% 16.3% 38% 62% 17% 16.

2% 14.5% 11.7% 13.4% 13.0% 14.8% 11.1% 14.0% 11.6% 14.0% 10.5% 13.5% 12.3% 15.7% 11.2% 13.9% 12.9% 10.5% 14.3% 12.2% 15.8% 12.4% 15.46% 47% 48% 49% 50% 51% 52% 53% 54% 55% 56% 57% 58% 59% 60% 61% 62% 63% 64% 65% 66% 67% 68% 69% 70% 71% 72% 73% 74% 75% 76% 77% 78% 79% 80% 81% 82% 83% 84% 85% 86% 87% 88% 89% 90% 91% 92% 54% 53% 52% 51% 50% 49% 48% 47% 46% 45% 44% 43% 42% 41% 40% 39% 38% 37% 36% 35% 34% 33% 32% 31% 30% 29% 28% 27% 26% 25% 24% 23% 22% 21% 20% 19% 18% 17% 16% 15% 14% 13% 12% 11% 10% 9% 8% 13% 13% 13% 12% 12% 12% 12% 11% 11% 11% 11% 11% 11% 11% 11% 11% 11% 11% 12% 12% 12% 12% 13% 13% 13% 14% 14% 15% 15% 16% 16% 17% 17% 18% 18% 19% 19% 20% 20% 21% 22% 22% 23% 23% 24% 25% 25% 15.8% .1% 15.7% 14.9% 11.3% 13.8% 13.6% 12.3% 14.7% 12.1% 13.6% 13.3% 11.4% 11.9% 13.6% 11.9% 14.0% 12.0% 13.4% 12.2% 12.2% 11.8% 14.4% 14.1% 12.1% 11.

3% 10.1% 10.0% .5% 10.7% 10.2% 10.93% 94% 95% 96% 97% 98% 99% 100% 7% 6% 5% 4% 3% 2% 1% 0% 26% 26% 27% 28% 28% 29% 29% 30% 10.4% 10.6% 10.