Stock Prices Geometric Proprtion

Month Stock A Stock B Rtn% A Rtn% B Av % SD % Efficient Frontier

0 25.00 45.00 0.00
1 24.12 44.85 -3.58 -0.33 4.00 10.00 17
2 23.37 46.88 -3.16 4.43 -0.50 1.00 12.50

Portfolio Return %
3 24.75 45.25 5.74 -3.54 -0.40 1.60 12.00 14
4 26.62 50.87 7.28 11.71 -0.20 2.80 11.00
5 26.50 58.50 -0.45 13.98 0.05 4.30 9.75 11
6 28.00 57.25 5.51 -2.16 0.15 4.90 9.25
7 28.88 62.75 3.09 9.17 0.25 5.50 8.75
8
8 29.75 65.50 2.97 4.29 0.45 6.70 7.75 5
9 31.38 74.38 5.33 12.71 0.55 7.30 7.25
10 36.25 78.50 14.43 5.39 0.67 8.00 6.67 2
11 37.13 78.00 2.40 -0.64 0.70 8.20 6.50
12 36.88 78.12 -0.68 0.15 0.85 9.10 5.75
-1
Monthly Mean (%) 10.00 4.00 0.95 9.70 5.25 R R R R RR R R R R R R R R R RR R
Monthly variance (%) 0.25 1.00 1.00 10.00 5.00 oooooooooooooooooo
Monthly stnd dev (%) 5.00 10.00 1.15 10.90 4.25
1.35 12.10 3.25 w w w w ww w w w w w w w w w ww w
Covariance 0.01 1.50 13.00 2.50 Portfolio SD %
Correlation 1 1.65 13.90 1.75
1.80 14.80 1.00
Column H
2.00 16.00 0.00
2.20 17.20 1.00
ient Frontier

R R R R R R R R RR R R R
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w w w w w w w w ww w w w
Portfolio SD %

Column H