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    Jack Henry
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    ABC, XYZ, MNO, Sensitivity

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    ABC, XYZ, MNO, Sensitivity

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    7 views4 pages

    Investment

    Uploaded by

    Jack Henry
    ABC, XYZ, MNO, Sensitivity

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    Wa

    Wb
    0
    0.02
    0.04
    0.06
    0.08
    0.1
    0.12
    0.14
    0.16
    0.18
    0.2
    0.22
    0.24
    0.26
    0.28
    0.3
    0.32
    0.34
    0.36
    0.38
    0.4
    0.42
    0.44
    0.46
    0.48
    0.5
    0.52
    0.54
    0.56
    0.58
    0.6
    0.62
    0.64
    0.66
    0.68
    0.7
    0.72
    0.74
    0.76
    0.78
    0.8
    0.82
    0.84
    0.86
    0.88
    0.9

    Ra
    1
    0.98
    0.96
    0.94
    0.92
    0.9
    0.88
    0.86
    0.84
    0.82
    0.8
    0.78
    0.76
    0.74
    0.72
    0.7
    0.68
    0.66
    0.64
    0.62
    0.6
    0.58
    0.56
    0.54
    0.52
    0.5
    0.48
    0.46
    0.44
    0.42
    0.4
    0.38
    0.36
    0.34
    0.32
    0.3
    0.28
    0.26
    0.24
    0.22
    0.2
    0.18
    0.16
    0.14
    0.12
    0.1

    Rb
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%
    10%

    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%
    30%

    Sigma - a Sigma - b E
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%
    20%
    60%

    SD
    0.3
    0.296
    0.292
    0.288
    0.284
    0.28
    0.276
    0.272
    0.268
    0.264
    0.26
    0.256
    0.252
    0.248
    0.244
    0.24
    0.236
    0.232
    0.228
    0.224
    0.22
    0.216
    0.212
    0.208
    0.204
    0.2
    0.196
    0.192
    0.188
    0.184
    0.18
    0.176
    0.172
    0.168
    0.164
    0.16
    0.156
    0.152
    0.148
    0.144
    0.14
    0.136
    0.132
    0.128
    0.124
    0.12

    0.6
    0.587213
    0.574453
    0.561723
    0.549024
    0.536358
    0.523728
    0.511137
    0.498587
    0.486081
    0.473624
    0.461219
    0.448871
    0.436583
    0.424362
    0.412214
    0.400144
    0.388161
    0.376272
    0.364488
    0.352817
    0.341273
    0.329868
    0.318617
    0.307537
    0.296648
    0.285971
    0.27553
    0.265354
    0.255474
    0.245927
    0.236751
    0.227993
    0.219702
    0.211932
    0.204744
    0.1982
    0.192366
    0.187309
    0.183093
    0.179778
    0.177413
    0.176036
    0.175672
    0.176327
    0.177989

    0.92
    0.94
    0.96
    0.98
    1

    0.08
    0.06
    0.04
    0.02
    0

    10%
    10%
    10%
    10%
    10%

    30%
    30%
    30%
    30%
    30%

    20%
    20%
    20%
    20%
    20%

    60%
    60%
    60%
    60%
    60%

    0.116 0.18063
    0.112 0.184209
    0.108 0.188671
    0.104 0.193957
    0.1
    0.2

    -0.2

    12%
    13%

    Wa
    Wb

    0.681818
    0.318182

    Return
    Sd

    0.163636
    0.211254

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